Yes, there seems to be a lot of confusion now in this thread.
The original issue is Photo "ALBUMS" located within "FOLDERS" on macOS Catalina Photos.app (and perhaps Mojave?), not syncing with iOS devices using a USB Cable (or perhaps WiFi aswell). - Via Finder.app (Not iCloud)
I so far have tested Catalina 10.15.0, 10.15.1, 10.15.2 (most recent developer Beta) in conjunction with iOS 13.3 (Developer version) and this does not work.
Some people have suggested dragging the ALBUMS outside of the Folders directly under the built-in "My Albums" level. I think its fair to say most of us have had success with syncing albums when we do this step however, for me, its a total mess and looks very unorganised in Photos.app on Catalina.
So, i have reported the issue several times using the online feedback forms., If this is not resolved this week i will start calling. I just don't have the time during the week to spend hours on the phone with them over something i know will not be resolved by the person troubleshooting. In my opinion, this is something the software "engineers" have to fix.. getting their attention is near impossible. Unless someone knows a tech YouTuber who will have contacts? lol