Symptoms
When you run sys.dm_exec_requests, it returns transaction_id as "0" in SQL Server 2019 in certain scenarios (for example, running it inside an explicit transaction in a stored procedure).
Status
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
Resolution
This issue is fixed in the following cumulative update for SQL Server:
About cumulative updates for SQL Server:
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. Check out the latest cumulative updates for SQL Server:
References
Learn about the terminology that Microsoft uses to describe software updates.