I am having the same issue with my iPhone 11 Pro Max I received on September 20th. I have talked to multiple Apple Customer Service representatives on the phone and also communicated with multiple via the online chat. None of them were helpful at all with this issue.
It is frustrating since I seem to have lost all my Monthly Challenge badges for all of 2019. They are still on my old iPhone but are not showing on the new phone. I tried restoring backups of both phones to the new phone which did nothing to "fix" this issue. I also have restored my Apple Watch multiple times which also did nothing to fix this.
I hope Apple finds a fix for this problem soon and that they are able to provide some training for the support folks. Dealing with them was very frustrating to say the least. They provided ZERO help with this issue. All they did was provide the usual IT response of did you restart the device...