FindMatlab.cmake does not know about latest versions
https://github.com/Kitware/CMake/blob/master/Modules/FindMatlab.cmake#L243
This list is missing R2019a=9.7
and R2019b=9.6
. Versions are according to this page.
As a workaround, you can write:
set(MATLAB_ADDITIONAL_VERSIONS
"R2019b=9.7"
"R2019a=9.6")