Random Connect siren alert

Every so often , at random times when my Lily watch is connected to the Connect App and I am not exercising, my iPhone shrieks VERY loudly with a repeated alert and my Garmin watch gives me a notification that mentions the Garmin Connect app, but disappears quickly  It seems to me it’s trying to pair my phone and watch.

How can I turn this off? Or at least reduce the volume? What causes this?  It’s startling and sometimes very inconvenient.