Apple Watch Notifications Query

I am using an Apple Watch 6 with iPhone SE 2020. Now, the reason for the watch was to not carry my phone with me all the time. The problem I am facing is sometimes I get away from my phone and it disconnects the watch obviously and when I am back after let's say an hour or so, there are notifications on my phone which don't automatically display on my watch when it connects to the phone when I am again in range of my Phone.

So, this kind of defeats the purpose of me buying the watch, if I have to go to my phone to see the notifications. Is this a settings problem or what? btw I have checked all the related settings, again and again, to make sure.