Sms and call notifications

I have a Garmin Edge 520 and I noticed that if I connect it by bluetooth to my phone, and my phone doesn't have internet connectivity at the moment, I will not receive sms ou call notifications until I turn it on.
It seems Garmin Connect needs it to synchronize something at least once. After that you can turn the internet off and it keeps working.

My question is, why is that? Why should internet connectivity affect direct notifications between two bluetooth devices?
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