Do you need to run a image built on WINDOWS 2019 server on a windows 2019 server?

Yes. Windows versioning has 4 components: major, minor, build, and revision. The build number changes with a new version of Windows (i.e. 2019, 2016) and the build number of the container must match the build number of the host.
See Microsoft’s compatibility chart and more detailed information here:
Windows Container Compatibility