Enumeration class can be also included in a standalone application by MATLAB Compiler without specifying the dependency. I have confirmed in R2019b Update 3 that the following command creates a standalone application properly.
thisDay = WeekDays.Tuesday;
Monday, Tuesday, Wednesday, Thursday, Friday
I also confimed that Application Compiler app can add dependent files (WeekDays.m) properly.
Anyway, you can add dependencies manually by adding "-a" option in mcc command. For example,
mcc -m callEnumTest.m -a WeekDays.m