Yes. This changed for whatever WatchOS came out with AW3 and only occurs on the Nike versions. My AW3 does the same thing. Before the AW3 it was fine.
Siri will open the workout app but not start a run. It just won’t work. I’ve never found a fix. When I get my next watch (night wait for the 6), I’m seriously considering dropping the Nike version due to the Siri tweaks.
This could be fixed if Siri Shortcuts worked on the watch.