Decentralize Regulatory Agencies, Include the Nation Act of 2019 or the DRAIN Act This bill requires the Office of Management and Budget and the General Services Administration to jointly develop and implement a plan for relocating nonsecurity agencies outside the National Capital region by the later of October 1, 2029, or the expiration date of the lease for the building in which the nonsecurity agency's headquarters is located. The bill exempts security agencies and nonsecurity agencies specifically exempted by the President from the relocation requirement. A security agency is an agency that receives the majority of its funding from appropriations provided for the Department of Defense, the Department of Homeland Security, or for the Department of State, foreign operations, and related programs.