iPhone alarm in Apple Watch not waking me up

Now that I have the Apple Watch Ultra, I don’t have to charge my watch Avery night and I can use it to sleep and see my sleep metrics.

However, now I have a problem that my iPhone Alarm no longer sounds on my phone and therefore doesn’t wake me up. It’s sounding off on my watch and is practically instantly muted - I don’t even know how because I’m not awake.

There doesn’t seem to be any setting that allows alarms to be set to use the iPhone instead of my watch. Apparently the only way I can get the bedtime alarm to sound on my phone is if I turn off the sleep tracking features on my Apple watch by setting “Do not use the watch for sleep.” Apple - hope you see this and realize some of us heavier sleepers 1) want to track sleep with an Apple Watch & 2) need an alarm on our phone away from our bed (off our wrist) to wake up.