If you have a Apple Watch and updated to the most recent OS, you will only receive notifications on your watch per support:
This is a new feature from the last software :/
Notifications appear on your Apple Watch or iPhone, but not both.

If your iPhone is unlocked, you'll receive notifications on your iPhone instead of your Apple Watch.
If your iPhone is locked or asleep, you'll receive notifications on your Apple Watch, unless your Apple Watch is locked.
you can see that the information is true in this article from Apple: Notifications on your Apple Watch - Apple Support
You can provide feedback using this link and select watch because this was a watch update: Feedback - Watch - Apple