Hi @Harry Mace ,
Thank you for posting to Microsoft Community.
Based on your description, I want to know if you mean there is a concern about the mailbox database when you migrate Exchange 2016 to 2019.
However, I have the following to share with you. User mailbox means creating mailbox in your local database, the Office 365 mailbox means creating mailbox in O365.
And you should move the database since you are planning on migrating your Exchange 2016 to 2019.
You could refer to Manage mailbox databases in Exchange Server | Microsoft Learn for managing the database.
Also, if there aren't any more mailboxes on the database and mails are running perfectly to O365, you could be ready to delete it.
Hope it helps, and if there is anything I misunderstood or you need help, please let me know.