Starting with macOS Catalina, 32-bit apps are no longer compatible with macOS. When you attempt to open 32-bit AnyConnect, you will see an alert that the app needs to be updated to work with this version of macOS, or that the app is not optimized for...
I assume that you are double clicking on the AnyConnect install icon, yes? Don't do that. Instead right mouse click on it. You should get an Open option in context menu > Select Open > Then the next dialog box you see will be similar to the one you r...