I got a divorce October 5th, 2020. My federal withholdings were as married up until that point. Shouldn't my taxes paid in reflect that? It's showing I didn't pay enough.

The tax you owe is calculated on your tax return and it’s based on your marital status as of December 31 of the year. There is no provision to pay reduced taxes if you were married for part of the year.  Under some circumstances, and depending on how you and your spouse both filed your W-4s when you were married, it can happen that your withholding would have been adequate to file as married but is not adequate when filing as single. There isn’t really much you can do about this, although, when you first were divorced, you could have checked the IRS withholding calculator and made adjustments at that time. That would’ve resulted in more withholding from your paycheck and less income tax owed.

Also, if you haven't already you should update your W4 with your employer for 2021.  Here is a calculator that will help with that task.  A good habit is to check this calculator again between July and Sep each year to make any adjustments for any trending under or overpayment of taxes.