Messages alerting on specific devices on the same Apple ID is just something that happens. Frequently when I am using either my MacBook (or iMac) and receive a message, it will alert me on the computer rather than on the phone or watch. The phone and watch still get the message - they just don't sound (or vibrate) the alert always. The same thing will happen if I am using my iPad.
Sometimes, though, all the devices get alerts. It's a bit inscrutable.
My guess is that this is what is happening in this case.