Oops, I forgot to follow up. Going from 19 to 20 removed Magisk, as you said. And re-flashing the Magisk zip after the update worked absolutely fine. The APK stays installed through the upgrade, only the zip needs to be re-flashed. So here's the procedure for anyone needing reassurance.
- Upgrade from 19 to 20.
- Boot into the OS.
- Open the Magisk app and notice that the Magisk zip isn't installed.
- Reboot to recovery and sideload the Magisk zip like usual.
- Reboot and open the Magisk app again. Magisk is now installed.