It means you have a networking issue of some sort.
Try a PRAM Reset. I don't like how the PRAM Reset is performed on the 2018+ Macs because I'm never sure it actually activates so I now use a Terminal command to clear the NVRAM/PRAM. Launch the Terminal app and use the following command:
sudo nvram -c
Press the "Return" key at the end of the line and you will be prompted to enter your admin password. You will not see any characters being typed on the screen so after you type your password press the "Return" key to submit the password.
Reboot your laptop and try using Option + D to access the online diagnostics. Don't let the Mac boot normally or it may modify the NVRAM again negating the PRAM reset you just performed.
If you still have problems try rebooting your router and waiting five minutes for the router to finish booting before you attempt diagnostic mode again.
If you still have issues, then try connecting the laptop directly to the router using an Ethernet cable and a USB-C to Ethernet Adapter so you have a faster more reliable connection and bypassing any possible WiFi issues. If your home Internet connection is very slow or you are using a hotspot, then it may not be adequate to boot to the online resources.
