Just wait a little longer.
MS never rolls out new features to everyone at the same time. They do "staged rollouts", one section of the world at a time. You will get it "eventually / Mañana . Be patient.
BUT, as this article points out (at the end), these new features are limited to 365. So if you even think someone with a non-365 license is going to use the file, you CAN'T use this new command. Thanks for increasing the confusion MS!
https://office-watch.com/2019/xlookup-is-coming-and-its-truly-a-great-thing/