Missing for me also...
If your iPhone is nearby it is doing it from the Announce Messages function on the iPhone. When you go running with the watch it used to work there even when the iPhone was at home. Since upgrading to the Series 6, it basically disappeared so it no longer works with the watch when you only have the watch and AirPods on without the phone.My series 6 also does not have the announce messages option under the Siri settings on the watch. But it does announce messages that come to my watch when I have my headphones paired to it.
Anyone else?
Same here on my Series 6. Tried un-pairing and re-pairing. Nada. Worked fine on my Series 4 with watchOS 7when I was out for a run without the iPhone and only my Watch and AirPods Pro. Even got a new iPhone this week and when re-pairing the watch I set up as new rather than restore from Backup. Seems to be something buggy on the new watchOS and Series 6. It seems to rely on the Siri voice assets being downloaded to the watch. If you go (on the watch) Settings > Siri > Siri Voice > and Scroll down to Gender > sometimes it will say "Waiting to Download. Download Will Occur when your watch is charging." If it says this, then under Settings (on watch) > Notifications you will not have the "Announce Messages.." option nor will you have this option under the Siri settings on the watch nor the watch Control Panel icon. I have charged and gotten the Siri voice assets to download and then have the Announce messages feature on the watch, but it is only temporary as it will often disappear the next time I charge and the Siri voice assets will revert to waiting to download. Clearly buggy.We have two new series 6 watches. One has the option to announce messages under the Siri setting on the watch and the second is missing the option. Does anyone know what I am missing there is no option to select it.