I've got an even weirder one I've got the Galaxy Active watch and I don't have Bluetooth on on my phone but I do on the watch and I still receive text messages on my watch without having the phone's Bluetooth turned on....
mine's last year's model with Bluetooth Wi-Fi in GPS no cellular
Please try clearing the system cache and rebooting your device.
If issue persists, please send us an error report with screenshots from One UI Beta App (Beta Feedback -> Send feedback-> Error Reports -> "Select Category" -> Input frequency and Description" -> Send (Top Right Icon). We appreciate your help for supporting beta program.
