No notifications when iPhone unlocked when wearing Apple Watch

I have the Apple Watch, iPhone 16 Pro, iPad and MacBook Air ( newest one). When I am wearing my watch and my phone is unlocked, my notification alerts sounds DO NOT come on my phone as the information says they will. When I am not wearing my watch notification alert sounds do come on my phone most of the time. What can I do to make sure the notification alert sound comes from my phone and not my watch?

I would like all my notification alert sounds to come on my phone regardless if locked or unlocked. Had I known they would not, I probably would not have bought the watch.

When I get a notification alert sound on my watch, I still have to pull out my phone so I can read the message since the lettering is so small. It is a waste of time for me.