With the new privacy and security features enforced macOS Catalina, Netbeans and any of its subprocesses are not allowed to access any of the personnal files and folders (e.g.: Downloads, Documents...).
Normally, a system prompt should ask the user when the application attempts to access such files, but here nothing happens. For instance, when I try to access the Document directory through the "Open file..." menu, this directory appears empty.
The bug seems to be related to the fact that the shell script used to launch Netbeans (/bin/sh [/Applications/NetBeans/Apache NetBeans) is sandboxed.
Giving full disk access to Netbeans in system preferences did not solve the issue.
The system console error related to this bug is attached to this ticket.