Since having the phone, like many of you, I have noticed that when the screen is on standby (whether in always on display or not) third party app notifications do not wake the screen up automatically (whatsapp, gmail etc).
However, Samsung apps (Samsung SMS app etc) do.
This also has an effect on the Edge lighting notifications, when turned on.
I have contacted Samsung, and they have said that this is a third party app issue (something Whatsapp, gmail etc need to change in their apps themselves) and not Samsungs fault.
They recommended that as well as contacting the third party app, I also leave feedback using the Samsung Members app.
So annoying, especially as being someone new to the Samsung Galaxy phones as ive been iPhones up until getting my S10+.