Why does my Apple Watch disconnect from Peloton classes?

When doing Peloton classes with my Apple Watch connected via Apple GymKit, the watch disconnects automatically often a few seconds short of the class duration e.g. a 30 min class records for 29mins and 52 seconds. The issue with this is that I get Vitality points for doing a 30-minute workout, which are not automatically logged if it is under that time. Vitality themselves say it’s not their issue and to contact Apple. Has anyone else had this issue? Please help, it’s very frustrating!

[Re-Titled by Moderator]