Haha…that’s why you have your phone!
If you are in an app on your watch and you bring up the app switcher on your phone, it will usually show a handoff action that lets you continue in the same app on your phone (if the app supports it). So this is likely what you’re wanting to do instead.
Use Handoff to move from Apple Watch to another device without losing focus on what you’re doing.
support.apple.com