Correct, you would not have a gain, In fact, you may have a loss due to paying brokerage fees.
RSU income is no longer required to be in your W2 in the same year as the sale. Your employer should have asked if you wanted your RSU reported when it vested. Was there a crossover between years with your vest and sale?
If all in 2019, it should be in your W2 and you should definitely have a 1099B from the sale.
Related:
What are restricted stock units (RSUs) and how do I report them?
Cost Basis Reporting FAQs | Internal Revenue Service
Tax Cuts and Jobs Act: A comparison for large businesses and international taxpayers
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