Phone/watch messages not vibrating when using Mac even though Mac notifications off

[dingobiatch]

I know there’s the whole intended feature where whatever device you are using gets the notifications. That’s fine. But specifically with messages, I don’t want my Mac to take precedence over my phone or watch. But when I disable Mac notifications, it doesn’t stop precedence from being my Mac! I do have messages open on my Mac but in the background. So why is this happening?? I’m on Catalina, so please let me know if this got fixed with a newer system.