Why is my phone going off if my phone is on DND?

Most likely because of the way you configured DND.

• Tap Settings
• Tap Focus
• Tap on any Focus settings that you will never use and remove them (you can add them back later if you change your mind, and even create new, custom ones)
• Tap Do Not Disturb
• Tap People
• Tap Allow Notifications From
• If anyone is listed who should not call you when DND is on delete them; if you don’t want any calls from anyone, any time, delete all people
• Tap the dropdown next to Allow Calls From and choose Allowed People Only
• Optionally, tap on Apps, then Allow Notifications From and don’t add any apps.

All of the above is a one-time setup. After that, turn DND on or off with a quick tap on the Control Center DND button (the one with the crescent moon). You can optionally set one or more schedules by going to:

Settings/Focus/Do Not Disturb/Set a Schedule.

There are many other features, but these instructions put it back to the way it worked in simpler days. Over the years Apple has had a steady stream of requests for DND enhancements, and they seem to have incorporated all of them.

Please clarify what you mean by "going off".