Hello @Seeley, Steve,
Welcome to Microsoft Q&A forum.
I tested on my side by only installing VS 2019 and SSIS extension > Creating a new Integration Services Project
> right-clicking Connection Managers > clicking New Connection Manager option > selecting to add and create a new connection(OLEDB), it worked well, and I failed to reproduce your issue.
Except installing VS 2019, SSIS and SSMS, did you change some default settings or customize the default configurations in SSMS and newly created IS project?
I suggest first try to reinstall SSIS extension => uninstall from Control Panel => download from here: SQL Server Integration Services Projects => install.
Confirm that in VS Installer > Modify > Individual components > SQL Server Data Tools component is checked.
Best Regards,
Tianyu
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