SQL Server Agent fails after installing SQL Server 2019 CU2
Thank you for reporting this. There is a feedback item in https://feedback.azure.com/forums/908035-sql-server/suggestions/39754837-ssms-18-4-sqlserver-2019-cu2-object-explorer-fails. All updates will be provided there as we investigate.
FYI, the bug introduced in CU2 with xp_sqlagent_enum_jobs is now understood and a fix will ship in CU3. Meanwhile, if you're hitting this issue, revert back to CU1. We apologize for any inconvenience we may have caused.
The Cumulative Update 2 for SQL Server 2019 article now has the following warning:

Known issue
There is a known issue with SQL Server Agent in SQL Server 2019 CU2. This will be fixed in the next CU release (SQL Server 2019 CU3).
If you are using SQL Server 2019 SQL Server Agent, it is advised to skip this CU upgrade, and wait for SQL Server 2019 CU3.
If you have already applied SQL Server 2019 CU2 and are experiencing issues with SQL Server Agent, please revert to SQL Server 2019 CU1.


Fixed in CU3
FIX: Error occurs when you interact with SQL Server Agent in SQL Server 2019