There have been rumors that RD Session Host role is will not be included in Server 2019 because role was not available in preview builds.
Scott Manchester (Principal Group Program Manager, Remote Desktop Services) put rumor to rest and confirmed Server 2019 WILL include full set of RDS roles including RD Session Host in Server 2019.
And per What’s New in Windows Server 2019 Insider Preview Builds because of a bug, the RD Session Host role was missing in previous releases of Windows Server 2019 – this build fixes that.
- What’s New in Windows Server 2019 Insider Preview Builds - https://docs.microsoft.com/en-us/windows-insider/at-work/whats-new-wip-at-work
- Windows Server 2019 will have the RDS roles including RD Session Host role - https://twitter.com/RDS4U/status/984904286445322241