Older versions of QuickTime Player used to be able to play MIDI files, but because this was a 32-bit feature, Apple dropped support for it a decade ago. Unless you have a 64-bit compatible MIDI player app, when you upgrade to Catalina you’ll lose any remaining access to replay of MIDI files which still relies on 32-bit QuickTime.

Many thanks to benwiggy for stepping into this gap with a free MIDI player which is fully 64-bit compatible and ready for Catalina too: APPlayMIDI is now available free from his GitHub site. It comes ready built, but only ad hoc signed, and in full Swift source ready to build using Xcode 11.