My watch won’t stay on even though it says always on

Okay, there are a few steps to take to try and fix this. Try these steps and let me know if any of them work for you:

1. Restart your Apple Watch (Hold down the side button until the Power Off button shows up. Wait about 10-15 seconds and then turn it back on by holding down the side button again)
2. Disable and re-enable the setting. (Open the "Watch" app on your iPhone and select Settings > Display & Brightness > Always On. Wait a few minutes and then re-enable it)
3. Make sure your Apple Watch is up to date. (Open the "Watch" app, go to My Watch > General > Software update and make sure that your Watch is up to date.)
4. Make sure theater mode is disabled. (Swipe up from your Watch Face, then make sure the two masks icon, it will be glowing orange if it is enabled, is disabled.

~Let me know if these work! :D

Are you referring to the screen? The Apple Watch series 5 and above are currently the only models with always-on Retina displays. If you have an older Apple Watch model, this option is not available.