Setting an alarm using Siri on Apple Watch does not set an alarm on iPhone When I set an alarm on my Apple Watch only the watch goes off when the alarm time comes around. I'd like my phone to also participate in the alarm. 

I've even tried saying: "Hey Siri, set an alarm on my phone..." and that went off on my watch only.

Is this just the way it is, or is there a setting I'm not seeing that pushes the alarm to the iPhone?
Unfortunately, this is just how the Apple Watch handles alarms and timers. You can set an alarm or timer on your iPhone and get it on both your Apple Watch and iPhone, but an alarm or timer on the Apple Watch only goes off on the watch.

If this is something you are interested in having added in future iOS releases, perhaps send some feedback to Apple via this form. No guarantees on effectiveness of these feedback forms, but it's certainly better than nothing.