Apple Watch Monthly Challenges

I used to have an Apple Watch series 2, and always enjoyed trying to earn the monthly challenges as a competition against myself. I recently upgraded (in March 2020) to an Apple Watch series 5, and I have not gotten any monthly challenges. I have gotten other challenges and awards so I have notifications turned on for challenges, but I don’t even see what the current monthly challenge is in the activities app. Any suggestions on how to turn these on for my new watch?