What you want to do is supported by Apple: you can install a compatible second version of macOS on an additional APFS volume while retaining the existing macOS installation, and then choose which system to start from. Apple — Use more than one version of macOS on Mac
Your 2019 MacBook Pro is compatible with Sequoia. The immediate objective is to obtain the full Sequoia installer without installing it over Mojave.
Apple states that a Mac running Mojave 10.14 or later can download macOS for the purpose of creating a bootable installer. When you select Sequoia in the App Store, Software Update may open; the download can proceed without you choosing to upgrade the existing Mojave installation.
The full installer should then appear in /Applications as Install macOS Sequoia.app.
If it opens automatically, quit it. Apple — How to download and install macOS
Once you have the Sequoia installer, the next step is to install it on the new APFS volume, rather than your Mojave volume.
Apple's instructions specifically cover installing another compatible macOS on an additional APFS volume on the same internal drive.
If the normal installer does not provide the destination-volume option you need, you can instead create a bootable Sequoia installer and start the Mac from it.
Apple documents that procedure here: Apple — Create a bootable installer for macOS
Because your 2019 MacBook Pro has Apple's T2 Security Chip, if you use a bootable installer and the Mac will not start from it, Apple's Startup Security Utility may need to be configured to allow booting from external or removable media. Apple — Startup Security Utility
The intended result is that Mojave remains on its existing volume, Sequoia is installed on the new APFS volume, and you can select the desired system when starting the Mac.
The key correction is that your request is not really an unusual workaround.
Apple explicitly documents dual-booting two macOS versions on separate APFS volumes, which is exactly the configuration you are trying to achieve. (Apple Support)
