I have experienced this issue with two different boxes in two consecutive days, both times trying to install JHF65 over R81.20, both times we waited a fair amount of time before trying to upgrade. The last time, for example, the Management finished upgrading from R81.10 to R81.20, we logged via SmartConsole, verified everything was in place, made sure it was possible to install policy in all managed gateways and also that logs from all gateways were received in real time, then closed SmartConsole, logged via Gaia webUI, generated a snapshot and THEN, finally tried to install JHF65... when the message about "waiting for another automatic update to finish" came up... I would say it was by far, enough time for everything to be in a stable situation.
What really makes me think is if it happened to me twice in 2 days, I'm pretty sure lots of other people have seen it and still, I could not find an SK document about it.
Both times I had to do what others here mentioned, reboot the SMS, remove the installer (as it said last time finished abnormally), download it again and execute the upgrade again.