Strange current reading, LED's in series
Since you dont have a current limiting resistor, the current going through the LEDs is regulated by the sum of their I/V curves:



By luck you did not fry your LEDs and by coincidende they added up to 80mA (which you thought was 20mA * 4).

The current in series does not add up, so if you have 4 LEDs that are rated for 20mA, you should be running them at 20mA. Your reading of 80mA actualy indicates that you are running the 4 of them at 80mA each.

When you added another LED, you added its forward voltage to the bunch and hence move the current further down in the I/V graph of your combined LEDs, hence now you have 20mA.

You should really add a resistor in series with your combination. I'll add that you'll probably have to run 2 in series and 3 in series if you want 5 LEDs with this 19V PSU.