I just noticed this happening after I upgraded to watch 11 on my series 8. At first, I couldn’t figure out what was going on because I always delete most if not all of the messages from my watch. But I keep a lot of my messages on the phone. I don’t like having 30 full conversations on my watch. But as I was deleting them off my watch, as I normally do, all of a sudden they were no messages on my phone. I couldn’t for the life of me figure out what was going on. Now I know. I’m happy that some of you like this set up, but I for one am very disappointed and wished that Apple would at least give us the option to turn this feature off if we don’t want it. but of course, Apple knows what’s best for all of us and has decided to implement this without an option to turn it off. SMH.