How to tell apple watch Ultra that I'm playing tennis

Tennis isn't one of the preset workouts, but you can add one for your own needs:

Add a workout

You can browse and add new workout types to the Workout app.

1. On your Apple Watch, open the Workout app.
2. Scroll down and tap Add Workout.
3. Tap the desired workout.

Choose Other when you can't find a matching workout type. In all workouts, the Heart Rate and Motion sensors work together to give you accurate credit. When you use Other, or any workout type available in the Add Workout section, you earn the credit equivalent of a brisk walk when these sensor readings are unavailable.

I found this at Workout types on Apple Watch - Apple Support