At least two third-party podcast apps support the Watch now (transferring podcasts to the Watch for direct listening without the iPhone). I have no idea when Apple will rewrite their podcast app to do so. There's no reason they couldn't have supported it on AWS2 (or AWS0).
There is likewise no reason Audible couldn't have supported the Watch. Transferring long audio files to the Watch is slow, but it is managed by third-party podcast apps, and it could be managed by Amazon/Audible if they cared to. I doubt that the ability to stream will inspire them to care more about the Watch. (As it is, I buy Audible books, remove the encryption, and upload them to my podcast app.)
I do expect that the music streaming services (Pandora/Spotify/iHeartRadio/etc.) to jump on the Watch bandwagon now. There was no reason for them to do so before, but there certainly is now.