Hello All,
Writing a replay to this one-year-old post just in case someone is looking for a solution facing the same problem. I've also faced the issue. Exactly like it is described in the quote: the alarm is on the screen - but no vibration at all (the watch is in the silent mode, means it should vibrate only). The vibration worked for other notifications (so, it wasn't a mechanical malfunctioning). And I also initially thought I just didn't fill the vibration being asleep. But then it stopped working for alarm at all. Means whenever I set the alarm (to whatever time) it never vibrated. I brought my watch to apple service - they were puzzled a bit, took for diagnostics, and returned saying the issue does not reoccur. And showed its warkability on THEIR phone. That moment I realized the problem is with the phone, not the watch.
I tried many options: Remove suspicious apps, which could affect the alarm, reinstall the watch app, unpair the watch, pair again, etc. And finally I've come up with the following solution:
1. Unpair the watch from your iPhone.
2. On your iPhone go to Setting->General->Reset: Reset All Settings
3. Pair your watch again. (it can be restored from the backup, so all the watch settings like the screens etc will be restored, no need to set them up again).
4. Voila! The alarm vibrates again.
So the problem is with some setting on the phone, which stops the vibration.
And one day the issue came back. But this time I knew what I exactly did to my watch (something unusual), which could be the reason. This time going to bed I noticed my watch's battery almost dead and decided to leave them on the charger for the night and just use regular alarm of the phone. I set up the alarm, and in the morning was awaken by both devices: iPhone's alarm and the watch's alarm (what is normal, as it is said if the watch is on its charger the silent mode doesn't work for alarms and such kind of notifications). I put the watch on my wrist, entered the pin and immediately felt the vibration. But I had to press 'snooze' two times, for both alarms: of the phone and of the watch. After that the vibration had gone again. (Was fixed again with the steps above).
So, it is looking like there is some software conflicting issue of the alarms which leads to the situation when the vibration of the watch is gone.