Some people may face the same problem using Xcode 13+. The solution is similar, but the steps have changed a bit.
You have to edit the project.pbxproj file.
Look for:
INFOPLIST_KEY_WKWatchOnly = YES;
Remove it and add:
INFOPLIST_KEY_WKCompanionAppBundleIdentifier = "correct.ios.app.bundle.id";