Why doesn’t my Apple Watch receive emergency alerts in sleep mode?

Recently there were storms in our area that resulted in multiple tornado warnings during the middle of the night. I was wearing my Apple Watch with the sleep focus activated. The emergency alerts sounded on my phone, which was in another room, but they did not sound on the watch. I thought the watch was supposed to mirror the iPhone for notifications when a focus is set. This could have been a safety issue but we were fortunate not to have been impacted by the tornadoes. Why doesn’t my Apple Watch receive emergency alerts in sleep mode?