You are trying to do a 2019 return on your Mac? You need to have the file ending in .tax2018 on your computer to transfer into 2019. Do you have that file? Did you use the Online version for 2018? You should be able to download the .tax2018 file from Online to Transfer into 2019 on your computer. You can only transfer at the very beginning before you start, so you may need to start a new 2019 return to transfer into. Go up to FILE - NEW.
How to Transfer into the Mac program. This is for 2020 but is the same for 2019. Just change the years.
https://ttlc.intuit.com/community/tax-data-file/help/how-do-i-transfer-last-year-s-return-into-the-t...
