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Per my test, my situation is the same as yours.
It's by designed that we could not enable "Anyone with the link" option in the SharePoint 2019.
To address your concern about the situation, we’d suggest you go to feedback on this issue, this is the best platform to let us hear from you and make our products and services better for you and others. Microsoft values its customer feedback and a lot of features have been developed and suggested by customers via feedback. Your feedback is also very important. I am sure SharePoint developers are working on this. Our Product Team is in-charge of the site, and they are constantly checking the comments and feedback from our customers.
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