A Senior Advisor at Apple Support told me a few minutes ago that if I am wearing the watch the notifications go there and not the phone, and that’s how it was designed and there’s nothing I can do. I’ve had the watch for a good few months now, and I could totally be crazy, but I do NOT remember this fuckery being the case back then. Am I nuts?
You can disable notifications from going to the watch per app in the watch settings (Notifications -> Mirror iPhone alerts from). But this is definitely not new.