Whilst I can't say why that is happening, the following steps may help:
If you have not yet done so, update your iPhone and Apple Watch to the latest compatible software versions, starting with your iPhone:
- Update the iOS on your iPhone, iPad, or iPod touch - Apple Support
- Update your Apple Watch - Apple Support
Check that your personal information remains accurate:
- On your iPhone, in the Watch app, go to: My Watch (tab) > Health > Edit - tap and adjust items, then tap on Done.
- If the setting for Wheelchair currently states "Not Set", then change it to "Yes" or "No" as appropriate.
Check your notification settings:
- On your iPhone, in the Watch app, go to: My Watch > Activity > turn on Goal Completions along with any other desired settings.
Close certain apps and restart both your iPhone and your Apple Watch:
- Close the Watch app, Activity app and Health app (if open) on your iPhone:
- Double-click the Home button, then swipe up on each app preview to close the apps.
- Turn both devices off together, then restart your iPhone first:
If the issue persists, then it may help to unpair and re-pair your Apple Watch:
- The Watch app on your iPhone takes a backup of your watch automatically when unpairing via the app.
- Initially choose to Restore from Backup during set up (most data and settings will be restored, with some exceptions, such as Apple Pay cards, passcode).
- If the issue persists, consider instead unpairing and setting it up as a new watch.
- Unpair your Apple Watch and iPhone - Apple Support
- Set up your Apple Watch - Apple Support
If you met the requirements for an Activity Challenge but the achievement has not yet been awarded, then Apple advises that you should wait for up to nine days for it to be awarded:
If the issue persists, then I suggest that you contact Apple Support for assistance: