That's terrible! I'm sorry you're going through that issue. Background on what I know from my testing at this point is it's complicated....We are working to get off of Internet Explorer in Compatibility Mode as fast as possible due to security issues with IE. IE still works for me with SharePoint 2019 and InfoPath as long as IE is in compatibility mode.
At this time, in my development SharePoint 2019 environment, in a classic site, (not modern) all my forms are unable to be opened in Edge or Chrome via a HTML <a href=""></a> tag, a JavaScript link, an xml coded link, or from clicking New Item/New Document in a form library. I'm completely down in my development SharePoint 2019 environment from an InfoPath standpoint. Edge in compatibility mode should work (tested it) but security team won't allow it so I'm awaiting a fix for an Edge Microsoft product that is not working with another Microsoft product, InfoPath, currently not at end of life yet. Won't be end of life until 2026. Compatibility mode shouldn't be a solution so I'm told. I understand degradation of functionality happens as we move to newer versions of SharePoint for InfoPath, but to not have a user be able to click a form library new item/document button to open a form in the InfoPath client within SharePoint 2019 is not acceptable. Microsoft currently has an open ticket with us. It's been open for about a month almost two. If I get a solution I'll post.
Try Edge or IE in compatibility mode, add your domain to the compatibility mode listing and see if that works. Google Chrome is a lost cause unless there's a solution and I haven't found a solution yet. Also, make sure your form library settings have Open in Client set rather than let server decide or Open in Browser.
Hope I assisted and if I didn't...hopefully someone else can chime in.
SharePoint to the end!