iPhone and Apple Watch not playing nice with my wake up alarm

I wear my watch (Apple watch 5) when I go to bed so I can track my sleep, but I also have to charge my iphone 11 nightly because I use it all day. However when my wake-up alarm goes off, it ONLY goes off on my watch. Disclaimer for full transparency, I usually have the sound off on my watch bc I feel the sounds mostly unnecessarily annoying for use during the day and at night I put it on theatre mode to save battery and to be considerate to my wife.

back to my issue: Most times I feel the gentle buzz on my wrist but there has been numerous times that I’ve been in too deep asleep to feel the alarm and I miss it. I am the type of person who purchased the most annoyingly loud alarm to make sure it gets me up in the morning. However, when my phone is charging on my Qi charger it makes ZERO sound for the alarm only on wake-up mode (Sleep interface in health). My wife does not use her phone as much and when it is not charging it rings along with her watch. What setting am I missing here?