Why won't my Apple Watch Ultra 2 lock when not worn?

Hi there, am Simon

i recently bought an iwatch ultra 2 but i have came to notice that it doesn’t lock its self at all yet I set a passcode during pairing process,

my software is upto date on the watch and iphone

I’ll be grateful if helped becouse I need it to request for passcode and lock when ever am not wearing it.

thanks.

[Re-Titled by Moderator]