Turning notifications off during specific workout type?

Has someone found a way to turn off smartphone notifications during a specific exercise type? I would like to turn off phone notifications during runs (as phone notifications annoyingly block the top part of the screen and one data field), but would on the other hand like to keep such notifications when going for a walk (where it's actually nice to see e.g. incoming e-mails).

It seems like when I change this setting, it automatically applies it to the whole watch and not just one workout type - or am I just not finding the right way to do this?