Hello there,
There are literally tens of thousands of WordPress themes out there. Each one has their own goals. The team that made Twenty Twenty had their own design ideas that did not involve including a sidebar. That’s a common design trend among many websites including some e-commerce ones too. Not all, but a good many.
In order to work with as many themes as possible, WooCommerce tries to fit inside the theme’s designated content areas. It doesn’t create new sidebars for example. It works with what is available.
If you find you really want to have a sidebar, you’ll want to either switch themes or hire a developer to create a child theme that adds a sidebar to Twenty Twenty.
The only theme that WooCommerce develops in hose is the Storefront theme. It can have a traditional sidebar for widgets. You might take a look at that and see if it will work for you.
https://woocommerce.com/storefront/
Let me know if you have any questions.
Cheers