The news report seems to be mistaken. It was his biometric data and GPS that was possibly recorded, not an audio recording.
I read his iPhone was left outside, since he wasn't allowed to bring it in to the embassy. They are hoping his watch was connected to the phone via Bluetooth. Seems like it might be a stretch.
I don't think he would have had cellular in a country he didn't live in even if it was a Series 3.