SharePoint 2019 On Prem Out of the Box does not behave well when opening documents. By default Edge will open documents read only and to a temporary local location on your client. If you work on that document and save it, there is no notification that this is not saving back to sharepoint. Then when you close the browser, you lose your work.
So far following a support call with Microsoft I was advised to install Office Online Server, and was not given confirmation that this flaw will be fixed. I know you are trying to push us to the cloud but come on Microsoft, this should work. p.s. Office Online Server works, but there is no white papre that says it is required when deploying SharePoint 2019.