After installing Exchange 2019 CU 10 SU, my lab PCs can't connect to through outlook, and OWA and ECP goes back to login screen immediately.
My lab environment has a F5 Big-IP (ver 15.x.x.x) and 2x Exchange 2019 DAG servers, and using Exchange 2016 iAPP.
To fix the problem, just like georgedaly explained,
Login to F5 BIgIP, Local Traffics-> Virtual servers -> find VS that was created by the exchange iAPP, there should be one for http and one for https, for example xxxxx_combined_http and xxxxx_combined_https. Goto each VS's properties -> resources -> set "default persistence profile" to "source_addr", yes do it for both VSes.
Note that if you re-configure the iAPP the change will get lost, so be sure to add it back.
Hopefully M$ fix this on the next CU.