The confusion stems from there being multiple things under the PYNQ umbrella, in this case there PYNQ the python package and PYNQ the full SD card image based on Ubuntu that is released for various boards.
Inside the PYNQ repository we have the
sdbuild folder which is used to recreate the entire Ubuntu-based filesystem. As part of that process we use Petalinux to build the Linux kernel and other boot files and at present that requires the using of Petalinux 2019.1.
As a separate project we have had requests from people that use the full Petalinux distribution to have PYNQ the python package work in that stripped down embedded environment rather than a full Ubuntu system. To that end we have a recipe that will install the PYNQ python package inside a Petalinux image. As of Petalinux 2019.2 this recipe ships as part of Petalinux.
If you want the full Ubuntu-based experience then you should use the sdbuild flow to create an image for your board. This can be simplified with the image_from_prebuild.sh script which will take the Petalinux BSP and PYNQ architecture independent image available for download. If you prefer a stripped-down embedded environment, e.g. for deployment, then you should look at using the PYNQ python package recipe for Petalinux.
Hopefully that helps clear up some of the confusion.