Apple Watch shows unread messages

Messages on your watch are not cleared when you delete them from your iPhone. On the watch the messages delete automatically as new Messages are received.

Are you saying that the Watch shows unread messages but you have read them on the iPhone? I'm not sure what "messages aren't backed up by the cloud" has to do with it. Are you saying then that the message notifications are not syncing?

I am also having the same problem. I have noticed that when a message comes from a group or comes from a non-apple device, and I read it on my iPhone Xs, it remains as unread on my apple watch. Very frustrating as the messages pile up pretty quick.