Ok, so is this a iPhone 6 and beyond thing? If my 5s is 'asleep' and I get a call, it wakes up and shows me who's calling. I can then accept, reject, or send or let it go to voice mail. Newer phones behave differently?
And why do you need to reject a call when you don't know who's calling? Is there a need to be a **** about not taking someone's call and letting them know you're rejecting it? Some kind of passive/aggressive ploy?
My Watch functions the same way as my 5s. A call comes in, I see who it is, and can act accordingly. Also covering it with my palm mutes it (except I keep it on Silent) and the phone and I can let the call time out.