By design, Apple Watch and iPhone do not receive notification sounds simultaneously. If the iPhone is unlocked, alerts go there; if locked, they go to the Watch. To get notifications on both, you must disable wrist detection, though this disables features like Apple Pay and automatic locking.

You can configure your Apple Watch and iPhone to only play notification sounds on the phone. The best way to achieve this is by turning off notification alerts for specific apps within the Apple Watch app on your iPhone, or by silencing the watch entirely while keeping the phone's volume up.

Here is how to set it up:

Disable Notifications for Specific Apps: Open the Watch app on your iPhone > My Watch tab > Notifications. Select an app (e.g., Messages, Mail) and select Custom, then toggle off "Allow Notifications" or set to Notifications Off.
 
Silence the Watch: Swipe up on the Apple Watch face to open Control Center and tap the Silent Mode icon (bell).
 
Note on Functionality: By design, Apple Watch alerts you when your iPhone is locked and doesn't when it's unlocked. To have alerts only on the phone, disabling the alerts on the watch via the app is the most effective method.

By design, Apple Watch and iPhone do not receive notification sounds simultaneously. If the iPhone is unlocked, alerts go there; if locked, they go to the Watch. To get notifications on both, you must disable wrist detection, though this disables features like Apple Pay and automatic locking.