Watch Rings When Set to Vibrate

I am using Apple Watch Series 2 with iOS 10.3.1 on my phone (just updated).

I always keep my phone on silent via the left slide switch, and I want my watch to vibrate with any notifications. It works just fine for texts, but whenever I receive a call, my watch rings instead of vibrates. This is a problem when I'm at work or in meetings.

In my Watch app, I chose "Custom" with the following settings:

Show Alerts - On

Sound - Off

Haptic - On

However, my watch still rings instead of vibrating.

I tried setting my Phone notifications to "Mirror my iPhone," thinking that since my phone is silent, my watch would be as well. Nope, still doesn't work.

I do not want to mute my watch because I still want the sounds from Activity and Breathe.

Is there a setting to fix this? I'm quite tired of my watch ringing at work.

Thank you.