Apple’s notifications method makes it so that you only receive a notification on one device so that you’re not bombarded with multiple notifications for the same thing. This works great for messages, emails, and calls, etc. but can be undesired when you’re using an app like Pray Watch.
In order to bypass the watch notification, you have to turn off notifications directly from the watch itself. Here’s how to do that: https://www.macrumors.com/how-to/mute-turn-off-apple-watch-notifications/
With that being said, you’ll still only get 30 sec notifications on the phone and must tap it to open the app and play the full adhan. We’ve explained the reasoning behind this in this article: Why doesn’t it play the full adhan?