SuperDuper says I must update to APFS
 

I recently updated my MacBookPro (mid-2012) from Mojave to Catalina (10.15.3). When I tried to perform a SuperDuper backup to my usual external HD, SD said I had to reformat the HD from HFS+ to APFS first. I'm puzzled, since Mojave required the internal HD to be formatted as APFS but left the external HDs as HFS+. Have the rules changed for Catalina? My other non-Catalina Macs still have their SuperDuper external drives formatted as HFS+.

You must use APFS for Catalina boot volumes. See http://www.shirt-pocket.blog for a discussion ("Breaking the tape").