Actually, I'm pretty sure that binaries for Python 3.9 aren't available on Ubuntu 20.04 without adding an apt repository to get them from, so your statement tha

Actually, I'm pretty sure that binaries for Python 3.9 aren't available on Ubuntu 20.04 without adding an apt repository to get them from, so your statement that you "can apt install it" isn't entirely correct in this case - by default, binaries aren't available, and therefore pyenv has to compile Python 3.9.