I'm not sure what you mean by "add in my 2019 tax return"? Are you adding in your 2019 tax documents like your W2 and the like?
It's not a matter of being better off filing 2019 and 2020 separately. You MUST file them separately, they're entirely different tax returns and therefore give rise to an entirely different tax refund or balance due.
You cannot file 2019 taxes online with TurboTax, though, you must purchase the 2019 software as a download instead.