apple watch series 5 receiving text messages

Hi, I recently received my Series 5 watch (my first one :)). I'm still in the process of learning how to use it, and tweaking it to my liking. I have a question that I can't seem to find in the user manual or online, so I was hoping someone in this community would have the answer. Here is my question: I have a iphone 8+ and the apple watch 5. Today I went to the stores and had my iphone on in my purse and the watch on. When I left the store, I looked at my iphone and realized my husband had texted me about an item I should get at the store, but I did not receive the text on my watch. We have tested text messages with each other while in the house and it worked fine. So why didn't I get the text on my watch, despite having the iphone very close to me in the stores? Here are two bits of info....I don't subscribe to cellular on the watch, and the WiFi was ON on my watch. I have gone through the set up on the app on my iphone and it's set to Custom, Allow Notifications. What am I missing? Should I turn WiFi Off on the watch?

Many thanks,

Trish