Mac Widgets asking me to open corresponding app in iPhone

I have recently installed Sonoma on my MacBook Pro and delighted to see the addition of widgets. However, every time to click on any of them (google search, CNN etc.) I just get a message to open the corresponding app on my iPhone.

“Open CNN on IPhone to continue”

I’d rather use the widgets independently of my iPhone but, even when I do this, I don’t see any change on the widget on my MacBook.