I want my watch to warn me when I leave my phone behind

I have an iPhone and an Apple Watch. Naturally I wear the watch, so it is with me all the time. Sometimes I leave my phone in the car, and when I return I find notifications on the phone that I have left my watch behind. Of course since the watch and I were out of range these notifications did not show on the watch. What is happening is that my devices seem to think that I am wherever my phone is, not where my watch is. This is obviously less than helpful. What I want is for the watch to tell me I left the iPhone behind, which is what actually happened, not the other way around.

Note that this is not the same as wanting to use my watch for location sharing, for which there is a setting. I cannot set that setting though because it requires a cell connection to the watch. Find My, which is what alerts me when I leave things behind, only requires Bluetooth, and should work without a cell connection.