Yes, since 1990 at least - as far back as Dave Leip's US Election Atlas goes. However, in terms of percentage rather than raw votes, this is not true.
There have been three gubernatorial elections since 1990 where the party which won the majority of available seats did not win the national popular vote - 2018, 2012, and 1999.
In 2018, Republicans won 20 of the available governorships - a majority, but lost the popular vote by 2.8 million votes. The only other gubernatorial elections since 1990 with such a large margin of victory, in terms of votes, were in 2002 (3.15M), 2006 (4.06M), 1998 (4.34M), and 1994 (7.30M). However, in none of these elections did the victor in terms of the majority of available governorships lose the popular vote. As a result, the tweet's claim is true.
In percentage point terms, however, 1999 had a larger margin. Democrats won two of the three available governorships, however lost the popular vote by just over 191 thousand votes. In percentage terms, this equated to a loss by 7.24 percentage points. In 2018, the percentage point loss was lower - the Republican party trailed the Democrats in national vote share by just 3.07 points.