Note: This is NOT happening because Messenger is available on the Watch (it's not yet).
What you are seeing here is the new "Quick Reply" capability for Notifications in iOS9. Any messaging App can allow a "Reply" button directly from a notification now:
http://www.iphonehacks.com/2015/06/ios-9-will-bring-quick-reply-feature-to-messaging-apps.html
That capability bleeds right over to the Watch... giving us the ability to respond.
This is still really cool though... I've tried it a few times and it seems to be working REALLY well (better than text messaging?!?). BUT, it only gives you the ability to Reply to messages... not start a new one.
For that, we're still going to have to wait for a real Apple Watch App.