Massive Entertainment recently introduced several exciting changes to The Division 2's Public Test Server but more information on these will need to wait a while longer as State of the Game will not be held on June 3, 2020.
Ubisoft and Massive Entertainment announced State of the Game will not be held on Wednesday, June 3 as they apparently want to leave the spotlight "so that other voices can be heard at this time ", obviously referring to the protests in USA.
The fans didn't exactly react positively to the announcement since enough brands and companies have left similar declarations over the past few days that they now see them as a PR trend rather than sincere concern. Others simply seem to be indifferent to the lack of a SotG episode .
Anyway, if you wondered why there is no State of the Game, that is the reason. As for what the devs would talk about during the stream, it is highly likely they would highlight some of the changes that the players are getting to test in PTS Phase 3.
Phase 1 has already concluded while Phase 2 is concluding on June 3. Each Phase of the PTS is meant to give players a taste and let them investigate for any bugs and similar issues before any of the content or changes could go live.
While not confirmed yet, it is possible that Phase 3 will include the new game mode which will see SHD agents clearing out a 100-story skyscraper. Each floor would act as a different stage, with a safe area every 10 floors. From 80 to 100 there will be no safe areas and players will have to climb them in one go.