I am using Xcode 12.0.1 and still facing the same issue.
In my Watch Extension code I have create a WCSession object and Assigning the delegate in the Wake method.
On a button click sending the send message call.
In my Companion iOS app, I have setup the WCSession object and assigned the delegate in the ViewDidLoad method.
Also setup the delegate method didReceiveMessage and didReceiveMessage:replyhandler.
I followed below Steps to run the application.
Installed the iOS app on Device.
Stop the xcode, and manually launch the iOS app(Companion app).
Selected the WatchApp target and run it on Watch Device through the Xcode.
It puts my iOS app in background.
When I click on Button in my Watch Device. It is calling the send message method but not getting the Message output in my iOS app.