I'm still facing the same issue on iOS 15.2 simulator. But it seems that it has been fixed on the iOS 16.0 beta 1 simulator

Have you managed to sort this out? I'm running into the same issue, my Intents work when added manually to a new shortcut, but they are not setup automatically when installing the app. Adding .applicationName to my phrases did not fix it, I've also tried reinstalling both my app and the Shortcuts app but to no avail

This seem to be fixed on watchOS/Xcode beta 6. After updating to the latest version today, my Watch device started pairing with Xcode 15 agin