This is new: after receiving an on-chain transaction on Phoenix Wallet, it shows a popup:
Clicking the link shows that "channel opening/closing can be slow to confirm."

Meanwhile, Phoenix doesn't show a channel being opened, it shortly showed a new channel as "closed", but that one disappeared. On-chain I can see my transaction is split up into several other transactions already, each with 12 sat/vbyte fee. This was the largest deposit I've sent into LN so far, and opening a channel is custodial. I don't know if a channel was opened for me, but if it's with 12 sat/vbyte, it's going to take a while.
I'm slightly disappointed Phoenix wallet didn't show this when I created the deposit address, or just increased their fee for it.