When you run a combination of UNION ALL and ORDER BY/ MERGE UNION ALL queries on a table that contains randomized encrypted data in SQL Server 2019, you may receive an exception error.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
This issue is fixed in the following cumulative update for SQL Server:
About cumulative updates for SQL Server:
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. Check out the latest cumulative updates for SQL Server: