If you want to follow LineageOS documentation, it would apparently depend on the device … https://wiki.lineageos.org/upgrade_guides.html
Example for an upgrade with a documented requirement of a data wipe: FP2 (https://wiki.lineageos.org/devices/FP2/upgrade … Step 5)
Example for an upgrade without a documented requirement of a data wipe: FP3 (https://wiki.lineageos.org/devices/FP3/upgrade … but see the note for the optional Step 6)
… this is lack of caution message also present Install LineageOS on a3xelte | LineageOS Wiki . When I first arrived at /e/ with this device intended for another user I had already hopped around on Lineage 8 to 10 at will, not understanding why the documentation differed - Edit on the need to flash a factory ROM. (But then this device shows some lack of cooperation with /e/ 
)
Edit. I believe significant. This phone was designed and built before Oreo and during Verified Boot but before Android Verified Boot
For the devices I use and support - Sony Xperia Z3 z3 and Z3 Compact z3c - the advice is also to wipe or format date at step 5. So, at the moment, for users of these devices - and any others for which wiping is advised - the only options is a clean install which will lose your installed apps and user data
Apologies I had been thinking only of the need to flash a factory ROM, before upgrade to Android 9 or 10.
This warning does exist for my device (and several randomly checked) in https://wiki.lineageos.org/upgrade_guides.html:
Note: If you previously had any Google Apps add-on package installed on your device, you must install an updated package before the first boot of Android! If you did not have Google Apps installed, you must wipe the Data partition (or perform a factory reset) to install them.
In fact, I did have Error 7 in doing random changes in Lineage and must have got used to wiping Data and forgotten. 
Am I reading this right, that the OTA 0.19 can’t be just downloaded and installed, (XA2 ultra, /e/ 0.18 “Android 10”), and that if I try it will fail? That I need to find a stock version of Android 11, wipe and flash that first, and do a clean install?
I really, really hope not.
Negative, updates of /e/ version are safe.
The issue just mentioned is upgrade of Android version.
Using OTA you should not be offered an upgrade at this time, your Android version will be unchanged, only /e/ will be updated.
Sorry for any confusion caused.
I am reassured but still a bit confused. I usually wait a week after release of a new UPDATE and read how well it has worked on other people’s devices, to make sure it is safe to do. I still want to do that reading, but it seems this thread is only talking about the UPGRADE. Where might I find people’s problems/successes with the UPDATE this time around?
Apologies for the noise on upgrades! /e/ 0.19 had a slightly longer period of testing than usual, it would be nice to think that that has helped to result in fewer update issues.
It’s very difficult. The distinction is made more difficult because the version number is often talked about in various topics without attaching the android version letter.
If you are on eOS-018-q for example, you would presumably be interested to hear about people’s experiences updating to version 0.19-q.
Therefore you must try to establish what 0.19’s people may be talking about; n, o, p, or q!
And fairly soon there will be another: 0.19-r. 
A quick search and here’s a couple of topics on updates (to what?)
I guess people are looking for this thread:
Looks like updating to 0.19 works fine for many …