Focus Fumble in iOS15?

For the old Do Not Disturb I always had it set to DND only when locked. I felt that was the best of both worlds as, if my device was on DND I wouldn’t get sounds nor would the screen light up, but if I was on my device I would get my banners.

I cannot figure out how to duplicate this with focus. It seems like, if I want banners from an app when the device is unlocked, I also have to accept the screen lighting up when the notification fires.

Am I missing something?