Having this issue with both Samsung Keyboard and Gboard. Sometimes it works, sometimes the feedback is weaker and sometimes it doesn't work at all. The new update broke vibration feedback when pressing the nav buttons. randomly it just doesn't vibrate, or it's very light. How can they possibly screw something so simple up that wasn't even broken at all?
I have this same issue, it seems that if I switch to Gboard the keyboard works just fine. This means it's just an annoying bug. I had to turn off vibrations because half of the time they wouldn't activate properly :/
Brand new Samsung S10e on Android 10 and One UI 2.1 has the same issue. Keyboard vibration randomly works or doesn't. Very annoying since I prefer it always on.
It's a shame you have to get so many aftermarket apps in order to get your new Samsung phone working properly these days.