Please have a check and verify all the system requirements and prerequisites to install Exchange 2019 have been met. And if the server you are trying to install Exchange on is a domain controller, it’s recommended to install on a member server instead, see Installing Exchange on a domain controller is not recommended.
For anyone else with this sort of problem, these article seems to resolve it -
https://exchangeshare.wordpress.com/2014/05/16/exchange-2013-sp1-install-error-database-is-mandatory-on-arbitration-mailboxes/
https://www.stellarinfo.com/article/setup-new-exchange-server-2019.php