Why doesn't my Apple Watch sync my deleted messages?

Let me explain further. I have had this problem since day one with the watch, which has been about a year now. When I delete my messages on my iPhone or iPad, they delete on both devices. However, when I go to my messages on my Apple Watch I see that the messages I deleted are still there. I do have iCloud sync on the Watch app on my iPhone. I went to Settings/General/Apple ID and I see my email address there.

For some reason I am not seeing a deletion sync. I get the response syncing (whenever I respond to the messages they also appear across all devices) but when I delete the message they do not delete on the watch, just the iPhone, iPad and Mac. Is this a long time bug that Apple hasn't squashed yet or is there another setting I am just not seeing or is this not a feature on the Apple Watch? Any help would be great, thank you.