Receiving SMS on Apple Watch Series 9 GPS with iPhone Wi-Fi and Bluetooth Turned Off: How?

I recently encountered a puzzling situation with my iPhone 15 Pro Max and Apple Watch Series 9 GPS (no cellular). Both devices are paired, and normally, I receive messages and calls on my watch without issues. However, I had turned off both Wi-Fi and Bluetooth on my iPhone from the settings app. Surprisingly, after doing so about 20 mins later, I received an SMS on my phone, and shortly after, the notification also popped up on my watch. Given that both Wi-Fi and Bluetooth were disabled on the phone, I'm surprised as to how my watch still managed to receive the SMS notification. I'm interested in understanding the technical explanation behind this occurrence. Is there a feature or mechanism that allows the watch to receive data under these conditions? Any insights or explanations would be greatly appreciated.