Cut from a chat with Apple:
melissa
Thanks for contacting Apple Support. How can I help you?
Lenny
Why is it when my phone is locked i hear the audible alert on my watch but not the phone? When the phone is unlocked I only hear the ring tone on the phone and nothing on the watch?
melissa
Okay! I am here to help, and assure you I'll do all that I can to assist you today! Before we begin I do need to ask a few questions to further isolate, sound good?
Lenny
I want to hear both ring regardless if phone is locked or not
Lenny
ok
melissa
When it comes to the notifications on the Apple watch, Notifications go to either your Apple Watch or iPhone, but not both.
melissa
If your iPhone is unlocked, you'll get notifications on your iPhone, instead of your Apple Watch
Lenny
So if i walk away from my phone and it is unlocked I would never know I received a text?
melissa
If your iPhone is locked or asleep, you'll get notifications on your Apple Watch, unless your Apple Watch is locked with your passcode.
Lenny
When I receive a phone call I hear ring tones on both.
melissa
If the device is unlocked that is correct, however after a period of time if the settings are set to lock fter a period of time
Lenny
So it handles phone and text different?
melissa
Yes, that is correct the notifications are seperate