After turning off iPhone notifications by going to Connectivity -> Phone -> Notifications -> Status OFF they get re-enabled after every software update. To turn them off again I have to navigate to Connectivity -> Phone -> Notifications -> Status and turn them On and then Off again. This has been happening on each software update since I got the device in March 2024.
Looks like this was reported 2 years ago as well with no resolution: https://forums.garmin.com/sports-fitness/running-multisport/f/forerunner-955-series/321003/phone-notifications-enabled-after-every-update