Apple Watch 4 workout location service with iPhone 11 Pro Max

Hi guys, basically my question is related to apple watch workout app location / GPS function. I used to use my watch 4 with iPhone X, the location function was fine including showing my running / walking route in the Activity app on my iPhone. However, since I transferred my data from X to 11 pro max (including the watch), the Activity app is not showing my new workout route anymore. I've tried to unpair, restore, restart, turn on and turn off location on both my watch 4 and 11 pro max as per other posts suggested in this community but it's still not working. After several attempts, I finally found "Apple Watch Workout" is not presented in Settings - Privacy - Location Services on my 11 pro max. On the watch 4, however, "Apple Watch Workout" is presented as "Ask Next Time" in grey. I think that's why the workout app is not allowed to use location service. However, because it's not shown on the iPhone, I have no way to change it to "While Using the App". So, does anyone know how to bring "Apple Watch Workout" back on to iPhone or it's a bug? (both my 11 pro max and watch 4 have been updated to iOS 13.1.2 and watchOS 6.0.1). Thanks,