Received a blocked message on my Apple Watch but not on my iPhone

The EzPass phishing scam is going around and I blocked it on my phone sometime last year. Of course, there is probably an endless supply of addresses to block. It was not a surprise that I received another ExPass message on my watch but what is a surprise is the message is NOT on my phone. How can this be??

My watch mirrors my phone, I've never before seen anything on my watch (wifi only) that is not on my phone.

I looked at recently deleted msgs on my phone but do not see anything suspicious. I have a rather long block list on my phone but do not know of a way to gather any details from it other than the number/address that is blocked.

Is it possible that my watch can get a msg that is not also on the phone?

[Re-Titled by Moderator]