Not having Office 2019 (just Office 2016) I can't reproduce your problem. My Excel 2016 and 2010 both allow me to select A5 paper size (with any of several printer drivers), plus a very large selection besides.
I wonder if you have got a combination of scaling and margins set that prevents A5 being presented as a legitimate / possible size in Excel.
Can you select A5 with a different printer driver - e.g. CutePDF?