I've noticed exactly the opposite of this. If I engage the workout app when working out, I fly through my exercise and move rings. If I do the same workouts without the workout app, I'll only get a couple minutes of exercise credit and a handful of active calories.
Have you calibrated the watch by doing a 20 min walk outside with your phone? I did this and it says it gets your motion and pace set. Not sure if that's it but figured I'd mention it. Basically I just did a walk outside workout with the phone and it said it was going to calibrate. I've really only tested this with walks though generally when I bike or elliptical I use the workout apps. I think if you are lifting weights you have to use the excercise app. Maybe it has to do with the excersize type. Seems to get walking down for me at least which is the biggest deal for me because I'm not going to kick off excercise every time but don't mind as much statting an excercise if I'm doing a dedicated workout like cycling etc... but maybe one of these days I'll try and do a cycle without the app and see what happens. I'm guessing that would probably be a lot less accurate.