It is possible not to download updates directly using Apple servers. This makes sense in companies, which implement a central update server with own update policies. If this is not your case, you should definitely deactivate it and use Apple servers again to ensure you are not hijacked.
How to fix it
macOS 10.11 – 14
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Open the “terminal.app”
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Enter
defaults delete /Library/Preferences/com.apple.SoftwareUpdate CatalogURL -
(This will reset to system defaults)

