How can Cumulative Updates to SQL Server 2019 be Slipstreamed into a Single Installer?
You can't do this, unfortunately.
As I wrote in my blog post here, you must:

Download and extract the installation media to a directory;
Add the patches to an updates subdirectory (yep, all of them).

As you've discovered, you use the /UpdateEnabled and /UpdateSource switches when it comes to doing the installation.
The one small mercy is that CUs are cumulative, so you only need the latest one in the updates subdirectory.