What’s interesting is I have mirroring working and iPhone widgets show up in the widget menu if I enable that, but iPhone apps and notifications do not work. There isn’t a “mirror iPhone notifications from” list or even that title on the screen like there should be. I poked around and the notifications I believe are making it to the Mac as they end up in ~/Library/Group Containers/group.com.apple.UserNotifications/Library/UserNotifications/Remote/default. I see the folders update timestamp when a notification hits my phone. Must be a bug.
I also tried a workout with a live notification on my iPhone screen but it would not show up on my Mac with my iPhone sitting next to it.