Hello Neolektro! Thank you for participating in the Apple Support Communities.
We understand that that you’re being prompted to set up your Apple Watch, even though it’s already set up. We'd like to look into this with you to see how we can help.
You’ve taken some great steps to try to resolve this issue by making sure your iPhone and by Apple Watch are up-to-date, and restarting both devices. If you unpair your Apple Watch and pair it again to your iPhone, does that resolve the issue? You can see how to do this here:
Unpair and erase your Apple Watch (a backup is automatically created for your Apple Watch when you unpair)
Set up your Apple Watch
Make it a great day!