So what phone link has been doing for years. But I suppose with the integration Apple can do you can just open the notification on your mac? Phone link very unhelpfully bings the notifying app name...
On supported devices (Samsung and OnePlus, off the top of my head), Phone Link can mirror apps to your PC and will open them up in this mode when you click a notification. There are some rough edges, like needing to manually unlock your phone—unless you do what I did and rig up a complicated Tasker flow to automate the process. This update makes jumping over to the Apple ecosystem surprisingly tempting, since Continuity with mirroring sounds like a more polished version of Phone Link. I can't imagine giving up my ThinkPad, though.