Macbook pro stopping watch imessage notification

Just like with the iPhone, notifications go to the 'active' device. See Notifications on your Apple Watch - Apple Support, where it describes that if your iPhone is unlocked, a new iMessage notification will go there and not to your Apple Watch. It's the same with your Mac – if your Mac is unlocked the notification will go there, not your watch. You'll still see the new message on all your devices, but you'll only get the notification on one.

I'm not aware of any way to disable that behavior. I'm sure Apple is trying to simplify things for us, and I can see the logic. As I type this, I have two MacBook Pros and an iPad Pro open and unlocked on my desk, an iPhone in my pocket and an Apple Watch on my wrist. I would be mildly annoyed if I got an iMessage notification on all 5 devices at once. Having said that, I just got a phone call and the 'ring' does go to all 5 devices, like Apple is saying answer the phone, dammit. At least clicking decline on one device shuts them all off.