Assuming you are a W-2 employee, while you may have submitted a new W-4 form to your employer, that does not mean they processed it, or processed it in a timely manner through their payroll accounting department or service. Also, if you submitted it to your employer late in the year, the change (if it was processed) may not have been soon enough to make that much of a difference to your tax liability for the 2019 tax year.
