I don't know the exact details to answer: "What could be the problem?", but I did get around this problem (i.e. I did manage to upgrade to 20.04, while using lvm2 after receiving the "leaked on vgs invocation" error/warning messages).
I believe it's because you are using logical volumes, and possibly (as I was) using an lvm snapshot during the upgrade. After my upgrade stopped at this point I waited ages before realizing dpkg wasn't going to do anything else.
I wouldn't recommend this unless you are desperate to upgrade - it could go horribly wrong... I made sure I had a recent 'dd' full disk backup, then killed all dpkg processes (that had been doing nothing for a hour or so), there were two of them showing with
ps aux: the one I expected and also a memtest86+ one. Then I followed some web instructions (am I allowed to reference them here?):
sudo apt update --fix-missing
sudo apt install -f
sudo dpkg --configure -a
I made a point of looking for any errors on the terminal near where the "initramfs" statements are printed.
sudo dpkg --configure -a didn't find any problems, and so didn't try to fix any, so I rebooted, and 20.04 was running fine. I've since deleted the snapshot (i.e. kept the upgrade to 20.04, and not reverted to the earlier ubuntu release)