I uploaded my 1095A for 2019 when filing my return with turbotax but got a letter saying my 8962 is missing. Shouldn't turbotax have done this for me automatically?

If the form did not import correctly and you did not catch it before you filed then that was your error.  All you can do now is use the amended return program to complete the 1095-A section again to populate the 8962 being requested.