Python 3.9 came out 3 days ago (today - Oct 8, 2020). It doesn't have wheels for numpy yet.
See here
But it’s so soon after 3.9’s release, many packages don’t have wheels
for Python 3.9 yet. For example, as of October 6th neither the PyPI
file listing for NumPy (a Pandas dependency) nor the file listing for
Pandas show Python 3.9 wheels. You can, of course, compile these
packages from source, assuming they work out of the box with Python
3.9–but that takes a bunch more effort (setting up compilers) and time.
Is there a specific reason you really need 3.9 right now?
If not, I would stick with 3.8 or even 3.7 for now. Upgrading later should be super easy.