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Does your phone has a protective case, film, glass?
settings > about phone > diagnostics > test > test proximity sensor.
Hi @1202A,
Welcome to the community.
I think @uliwooly is on the right track. In most cases the issue you are facing happens when a screen protector is interferring with the ear proximity sensor, which detects when you have your phone up to your face and turns the screen off.
Remove the screen protector and run the test he mentioned (settings > about phone > diagnostics > test > test proximity sensor) and see if it vibrates immediately, or only when you cover the phone.