Potentially another step back.
Did you run sudo dnf upgrade --refresh and reboot before you ran the sudo dnf system-upgrade download --releasever=39 command?
Below is what I get when i run sudo dnf system-upgrade download --releasever=39
Error:
Problem: The operation would result in removing the following protected packages: NetworkManager, grub2-efi-x64, grub2-pc, grub2-tools-minimal, kernel-core, shim-x64, systemd
(try to add ‘–allowerasing’ to command line to replace conflicting packages or ‘–skip-broken’ to skip uninstallable packages)