The Tax History Report does not collect the information from your .tax files for the last 5 years. The history information is carried forward from year to year, as long as you transfer information from the prior year when you start your new tax return each year. If you had transferred information from your 2018 tax return when you started your 2019 tax return, all the history information would have been included.
There is nothing you can do now to have TurboTax automatically fill in the Tax History Report, other than starting your 2019 tax return over again, which you don't want to do. But if you have your Tax History Report from last year, you can open this year's Tax History Report in forms mode and manually enter the information for the past four years. Then it will carry forward to future years as long as you transfer information from the prior year when you start your tax return every year.
