Auto connect to Bluetooth Headphone

Hey guys, I use to have LG G4 and this is my first time using Samsung Galaxy device, now S8, I was able to perform auto connect to my Bluetooth headset whenever I turn it on. Now I need to manually connect my Bluetooth headphone by tapping on my phone to connect. Am I missing something here? Or it is not a feature that S8 has?

Thanks in advance!

Is the phone also connecting with any other nearby Bluetooth devices that might be competing with the headphones?