If you look at the latest makefile source you will notice that it does contain VS2019-specific make options within it.
So, although the appropriate documentation (linked in a prior comment) has not been updated to reflect this fact, you can still accomplish what you want.
Follow the instructions in the doc but substitute vs2019 everywhere you see vs2017 in the instructions.
Example - the first line under the heading Building with Microsoft Visual Studio
can be changed to the following:
https://docs.mamedev.org/initialsetup/c ... ual-studio
You can generate Visual Studio 2019 projects using make vs2019. The solution and project files will be created in build/projects/windows/mame/vs2019 by default (the name of the build folder can be changed using the BUILDDIR option). This will always regenerate the settings, so REGENIE=1 is not needed.