I experienced the same issue when I tried taking an ECG for the first time on my S6 today. It asked me to first open the Health App on my iPhone. Because the ECG was previously setup on my S5, there was no prompt to setup the ECG for my S6.
Happy to report that after updating to watchOS 7.0.2, then unpairing and re-pairing the S6, the ECG works as normal.