Apple Watch 9 unable to start outdoor walk using Siri command

I have an Apple Watch 9. When I first got it, I could say "hey Siri, start outdoor walk, and it would begin recording the walk. Now, when I say "hey Siri" start outdoor walk (or any other exercise), it says "you'll need an app for me to help with that. Try searching in the Apple Watch app on your phone.

I have looked high and low on the Apple Watch app and iPhone settings, all to no avail. Can you help?

[Re-Titled by Moderator]