Issue
Nintex Forms published in SharePoint 2019 do not have the option in the gear menu for Edit page: New, Edit, and Display.
Resolution
This change was made in 2019. The reason is that in 2019, with the Modern Experience, the previous version of the Nintex Form page would not load. To overcome this and make the Nintex Form available in both the classic and modern experience, we had to use a custom page that we built instead of the SharePoint page to load the form. The Edit Page option is only available on out-of-the-box SharePoint pages.