There is a known issue with CNNScoreVariants and the conda environment in the newest GATK release (220.127.116.11) but it may also appear in older versions.
Here is a small snippet of the error message:
org.broadinstitute.hellbender.utils.python.PythonScriptExecutorException: A nack was received from the Python process (most likely caused by a raised exception caused by): nkm received
... [Other lines here]
AttributeError: 'str' object has no attribute 'decode'
An example of a complete error message can be found at the GATK Forum.
The GATK Team has already found a fix for the issue and more information about the fix can be found at the github post. Our next GATK release is planned for January 2021. Before then, you can find a working version of CNNScoreVariants by using the gatk-nightly release from docker or building GATK from master at our github.