Can't install 'cmsis_pack_manager'

### Description of defect
When trying to generate firmware CA keys and certificates by executing `mbed dm init `, encountered warning about some missing Python modules (namely idna, cmsis_pack_manager, psutil). Then tried installing the missing modules, but encountered error while installing cmsis_pack_manager. [err_msg.txt](https://github.com/ARMmbed/mbed-os/files/4279557/err_msg.txt)

All the above was done using Python 3.7.3 and pip version 19 (I was told that there is a known issue with version 20)

#### What version of Mbed-os are you using (tag or sha) ?
mbed-os-5.14.0

#### What version(s) of tools are you using. List all that apply (E.g. mbed-cli)
mbed-cli 1.10.1

Retried using mbed-cli 1.10.2, was also instructed to try mbed-os-5.15.2, but I'm not sure how. Maybe someone could help me on this? Thank you!