Install Certificates.command fails for Python3.9 on macOS Catalina - ssl-certificate

Question

I got a new MacBook Pro running macOS Catalina for work. I installed Python3.9 and have tried to run the included script Install Certificates.command so I can work with requests.
The script fails every time, giving out a bunch of text and
ERROR: No matching distribution found for certifi
I have tried reinstalling python3.9 but that did not change anything.
My CS experience is limited, so any help is very much appreciated. Below is the full output from the script.
-- pip install --upgrade certifi
WARNING: Retrying (Retry(total=4, connect=None, read=None, redirect=None, status=None)) after connection broken by 'SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1123)'))': /simple/certifi/
WARNING: Retrying (Retry(total=3, connect=None, read=None, redirect=None, status=None)) after connection broken by 'SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1123)'))': /simple/certifi/
WARNING: Retrying (Retry(total=2, connect=None, read=None, redirect=None, status=None)) after connection broken by 'SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1123)'))': /simple/certifi/
WARNING: Retrying (Retry(total=1, connect=None, read=None, redirect=None, status=None)) after connection broken by 'SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1123)'))': /simple/certifi/
WARNING: Retrying (Retry(total=0, connect=None, read=None, redirect=None, status=None)) after connection broken by 'SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1123)'))': /simple/certifi/
Could not fetch URL https://pypi.org/simple/certifi/: There was a problem confirming the ssl certificate: HTTPSConnectionPool(host='pypi.org', port=443): Max retries exceeded with url: /simple/certifi/ (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1123)'))) - skipping
ERROR: Could not find a version that satisfies the requirement certifi (from versions: none)
ERROR: No matching distribution found for certifi
Could not fetch URL https://pypi.org/simple/pip/: There was a problem confirming the ssl certificate: HTTPSConnectionPool(host='pypi.org', port=443): Max retries exceeded with url: /simple/pip/ (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1123)'))) - skipping
Traceback (most recent call last):
File "<stdin>", line 44, in <module>
File "<stdin>", line 24, in main
File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/subprocess.py", line 373, in check_call
raise CalledProcessError(retcode, cmd)
subprocess.CalledProcessError: Command '['/Library/Frameworks/Python.framework/Versions/3.9/bin/python3.9', '-E', '-s', '-m', 'pip', 'install', '--upgrade', 'certifi']' returned non-zero exit status 1.
[Process completed]
Edit: Requests works just fine when I use the pre-installed Python2.7, I assume because those certificates where put in by apple. I am planning just to use that for now, but ideally I can get the certificates on 3.9 working.