If you have owned an Apple Watch in the past, and you did not set up the new Apple Watch as a new Apple Watch during setup, your old Apple Watch backup will be used to set up the new watch.
Since the Apple Watch backup is part of the iPhone backup, you will have to set up your watch as a new device, to separate the data.
Try to erase the watch and pair it again, this time setting it up without using the latest backup.
Make sure that in the settings for Privacy, Fitness Tracking is enabled:
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copied from: Manage Health data on your iPhone, iPad, or Apple Watch - Apple Support
Then start a workout to see, if the data is being synced to the Health App/Fitness App on your iPhone.