Ok, so I followed my previous steps for SP 2016 and didn't realise extra steps were needed for SP2019 which are in the official documentation: https://learn.microsoft.com/en-us/microsoft-identity-manager/prepare-server-sharepoint
After running the extra steps all is well.
$w.BlockedASPNetExtensions.Remove("ashx")
$w.Update()
$w.BlockedASPNetExtensions