That's unexpected. On my UbuntuMate 20.0.4 machine, I didn't have to run the script as root and /usr/share/kstars/ contains TZrules.dat
The /usr/local folder on this machine is owned by root, so I suspect you might would have to execute the script with a sudo to be able create things in that folder. The default ~ install probably? avoids this.
If you didn't already have a stable install of KStars on your machine perhaps that's why TZrules.dat is missing? I'm just guessing here.
Sorry for adding to the complexities of a simple install.