iMessages won’t send when connected via Bluetooth in Airplane Mode

I have an Apple Watch Ultra 2 that I don’t have a cellular plan for as I only got it for the design, bigger screen, and beefier battery.

I recently read that even though I don’t have a plan associated with the watch the cellular radios are still technically on and so I placed it in airplane with WiFi and Bluetooth still enabled to turn off the cellular radio and even though the watch is still connected to my phone via Bluetooth I can’t send iMessages, I get the red exclamation point.

I’m a little confused as to why this occurring because I’m still connected to my phone and non-cellular models have no issues with no cellular connection. Is something else being switched off in airplane mode that I’m unaware of?

Thanks.