Hello stevenshipo,
It sounds like the Action Button has been selected to 'Start a Workout' but it requires a second press of the Action Button, instead of a single press. In this case, we'd check if the second press is selected for this instead. If so, you can simply select it to occur with one press instead. See the following last step from the related article you used to reach Apple Support Communities for more details: Use the Action button on Apple Watch Ultra
Use the Action button on Apple Watch Ultra
Learn how to customize and use the Action button, which gives you quick access to some of your favorite Apple Watch Ultra features.
How to set up the Action button on your Apple Watch Ultra
1. Open the Settings app on your Apple Watch. You can also do this in the Apple Watch app on your iPhone.
2. Tap Action Button.

3. Tap the menu under Action, then select what you want the button to launch.

4. Tap the arrow in the top-left corner
to go back to Action Button settings.
5. Tap the menu under App if it appears, then select an app to perform the action. Some actions, such as Flashlight, don't show the App option.
6. Tap the arrow to go back.
7. Tap the menu under First Press if it appears, then select an action. Some features allow different actions to happen on the first and second press of the button.
Tips appear on the screen under Gestures explaining how the Action button works with the settings that you've assigned to it. For example, tips for an outdoor walk show you that pressing the Action button once starts a workout, and pressing the Action button and the side button at the same time pauses the workout.
Be sure to avoid pressing the side button or the Digital Crown accidentally when you press the Action button. Your Apple Watch will do whatever is assigned to the Action button if you happen to press another button at the same time, unless a button combination is configured.
Are you able to select 'First Press' for the Action Button to start a workout in step 7? If not, please explain what options you see. This helps us to get on the same page.
Hoping this helps out.
Take care.