iPhone timer to ring on headphones only

When I work out, I use timers on my iPhone while I have my AirPods Pro 2 in ear. It looks like you cannot make the timer alarm sound go off only in my AirPods - it always goes off on my iPhone. There does not seem to be a setting (why not?) in iOS to change that.
Can anyone recommend a 3rd-party timer app that allows timer alarm sounds to only go off in headphones?

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