Apple Watch Siri cannot stop workout I can say into my watch: Hey Siri, start Outdoor walk and it will open the Workout app on the watch and start that specific workout.

Later I say Hey Siri, stop workout and this used to work - the workout would stop.

Now Siri says I wish I could but workout is not set up with me and I cannot see any options to do that.
According to this Apple  support page, it doesn't appear that Siri can end a workout. 

The site only show Siri starting a workout, as you've already found.   You can always submit feedback to Apple  and suggest this feature be added.