Receiving nhl 19 free promotion

Yeah, that's not how it works, unfortunately. If it says you have to buy it it means you didn't redeem the free pass during the allotted time window which means the game is no longer free for you.

Unfortunately it doesn't work that way

Unfortunately no. Once a game is no longer part of the promotion, it is no longer possible to get it for that promotion.

If you didn't get to click the "Get" button at any point, this also applies if the game just doesn't say you own it, then you can't get it. That's how Games with Gold works, games are only available through a certain period of time. When they're free, you've
gotta click the "Get" button in place of the buy button to get it added to your gold account... if you miss the window of opportunity you'll have to buy it. However, it sounds like you managed to purchase if you got a download going. So, make sure to check
your "Ready to Install" games or the "Gold" section on that same page.

If not, you'll have to buy it. In the future, you can purchase games that are free with Gold and add them to your account online on Xbox.com.

NHL 19 was only available from June 1 to 30 so you would not have been able to claim it last month either. Unfortunately games for gold games are only available during a specific time period and if you miss it there's nothing you can do to claim it later.