Which do you have turned on, call forwarding or NumberSync? You cannot have both active at the same time, nor would you want to, as NumberSync is the best option as calls to your phone will ring to your watch simultaneously and even when your phone is not nearby or turned off (AT&T users).
On your watch home screen, swipe down from the top to see the status and other settings. The second icon from the left on the bottom of this drop down menu should either be a phone icon (for call forwarding) or a # with arrows circling it (to indicate NumberSync is active). Which do you see? You may think NumberSync is active when it may not be. If call forwarding was not turned on either, then yes, any calls to you phone will not ring your watch. Sometimes NumberSync will turn off for no reason. This is why I will check this drop down menu on the watch occasionally if my watch is not connected to my phone via bluetooth.
Word of advice......do not rely on people at the AT&T store to help with your watch setup. I have yet to see a single one of these idiots who truly understands exactly how the Gear S2/S3 works, how NumberSync works, and what an e-sim in the watch is. Sad, but true. Even many of the people in technical support do not fully understand what the e-sim inside the watch is, which is downright ridiculous if you ask me. These people working in customer service and at stores need to be better trained on the devices they are selling. You do not see this level of ignorance on devices sold at an Apple store if visiting the Genius Bar.