Apple Watch “Good Morning” screen and DND

Hi, I know that when the Apple Watch is in sleep mode (during sleep tracking) Do Not Disturb Mode is automatically turned on and all notifications will be sent to the iPhone. But what about after my alarm is off (not in snooze mode, but off) and the “Good Morning” screen is shown (along with the battery level and weather), what is the state of the DND mode on the watch? Is DND on or off when the the “Good Morning” screen is shown?

The reason I ask this question is every time when I dismissed the “Good Morning” screen I always see no notification on my Notification Center on my Apple Watch but lots of notifications on my iPhone. And some of the notifications were popped up between I turned my alarm off and I actually woke up (when the “Good Morning” screen is shown.

Thanks.