mine connects fine without having to unlock. Firmware 11.11 + iOS 13.3.For those who have trouble establishing a connection, I've found -- with 100% certainty in my case -- that my phone has to be unlocked before it will establish a connection. If its locked, it will keep looping "waiting for connection" and "connecting". It then connects after I unlock the phone with Face ID or my PIN. I am on the old 11.11 firmware and the latest iOS.
Is this the case for anyone else?