Did you file returns for 2018 and 2019? Check to see if the IRS shows that they have transcripts of those returns.
You can get a free transcript of your past return from the IRS:
https://www.irs.gov/individuals/get-transcript
Or did you just file them recently? if it was recently--a 2018 return had to be mailed. Only a 2019 return can be e-filed.