I had this problem too.
However today, after receiving and installing the R2019b update4 (v188.8.131.526695), the problem has been fixed. Property inspector shows normally now on my Catalina. And the problem of MATLAB window disppear in mission control seem to be also fixed (most occassion, also disppear when property inspector is on).
So try to update R2019b update4. That update message can be found on the right top of MATLAB window, the bell button next to 'sign in'.