I didn't like my AirPods Pro because it was never clear to what device they were going to connect to. Sometimes they'd connect to my Apple Watch when something happened on the watch, and sometimes they'd stay connected to my iPhone while the Apple Watch used its speakers.
These days I have Sony earbuds and they stay connected only to my iPhone.
You just have to change each BT device (as in the airpods) to connect automatically "when last connected to this device" rather than "every time" or whatever the exact language is
These days I have Sony earbuds and they stay connected only to my iPhone.