WordPress 5.6.2 contains 5 bug fixes that affect WordPress 5.6.1.
If you have WordPress 5.6.1, it is recommended to update to the latest version in order to have those bug fixes in place. These are mostly minor fixes but if you use the Classic Editor – one of these bug fixes addresses the “Leave site” browser alert we have seen since WordPress 5.6.1.
You can read more by looking at the release notes: https://wordpress.org/support/wordpress-version/version-5-6-2/
You can also see a complete list of changes: https://core.trac.wordpress.org/query?status=closed&resolution=fixed&milestone=5.6.2&order=priority
If you have not done so already – download the update or simply use your existing installation of WordPress to update your site. Either way – this is an excellent time to make a backup copy of your site(s) before upgrading.