How to select the “Outdoor Run” workout so my data is saved and an activity is recorded on my Apple Watch Ultra?

I added the shortcut on the left side button on my Ultra watch to begin my runs. Works great tracking my distance, time, splits, etc but when I try to revisit on the app, the run never syncs and the activity is not registered. Do I have to the apps and select the “Outdoor Run” workout so my data is saved and an activity is recorded?

[Re-Titled by Moderator]