Here are two search methods in the SharePoint 2019, modern search and classic search.
1.Configuring open documents in client applications settings will not affect modern search. In the modern search results page, opening documents in the browser is designed and cannot be customized.
When the SharePoint are not integrated with office online server, documents will be downloaded directly in the modern search results page.
When the SharePoint are integrated with office online server, documents will be opened directly in the browser.
2.For classic search, at the bottom of search results page, click Preferences, choose Open in the client application. Then in the search result page, you could open documents in the client application.
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