EDIT: Microsoft announced that Office ProPlus will be supported on Windows Server 2019
https://www.microsoft.com/en-us/microsoft-365/blog/2019/07/01/improving-office-app-experience-virtual-environments/
One of the biggest announcements of Ignite was the Windows Virtual Desktop. There have been many articles about this new product, and it looks very promising. It enables a full Windows 10 desktop environment which is, among other things, optimized for Office Pro Plus. Microsoft is really committing towards this new product, which means that support of other environments decreases.
In the presentation of Sandeep Patnaik and Gama Aguilar-Gamez they talked about Office 365 ProPlus deployments in persistent and non-persistent virtualized environments. One of the announcements they made, was that Office 365 ProPlus 2019 will not be supported on Windows server 2019. So, if you plan to update your RDS environment to Windows server 2019 and plan to use Office 365 ProPlus 2019 Licenses you might want to think again.
You will be able to install the perpetual version of Office 2019 on Windows server 2019. However, you will not get all the nice features of Office 2019 as you will get with Office 365 ProPlus 2019. So, if you want to use Office 365 ProPlus 2019 on an virtual environment you must move over to Windows Virtual Desktop, or stay at Windows server 2016 which will be fully supported till 2025.