SSA-1099s are issued for the year in which the payment was issued/paid. I suspect that the payment was issued by SSA in January of 2019, but please check with them to confirm exactly when it was issued. If in January, this would be why you did not receive a 1099. The reason is because it is 2019 income, and it will be reflected in Box 3, showing benefits paid in 2019, on the SSA-1099 you will receive for this year.
