FaceTime/Instagram/WhatsApp does not ring when phone is locked

Hi All, 

Myself and my wife is currently experiencing an issue with our iPhone 13 Pro Max and Pro (running iOS 15.4.1) where if the device is locked and in sleep mode, there is no FaceTime/WhatsApp/Instagram ringtone or notification that goes off if we received a call.

However, if the device is unlocked while the calls come through like normal

I've tried to look into the issue via Google and it seems like this is may be related to an intended feature where the devices disconnect themselves from WiFi after entering sleep mode in order to conserve battery power (when not charging). 

The problem is I wasn't really able to find a solution to this issue and was wondering if somebody else may have any insight as to how to resolve this? 

Some other details for both iPhones, both were bought in December last year 2021 (In case it’s some hardware defect) 

Settings -> Notifications -> FaceTime/WhatsApp/Instagram-> Allow Notifications ( Green )

I believe the above are all default settings which haven't been changed