Dark Sky just finally got around to fixing their app. They have had the same problem since Watch OS1. Some other apps have been loading plenty fast well before the latest Watch OS update. I really like Dark Sky on the iPhone, but Carrot weather has been must more reliable and faster on the watch... even before OS 2.1. Even though the Dark Sky developers finally got around to fixing their watch app, I still prefer Carrot's customizable complications.
I had to change apps a couple of times to find a set that worked quickly for me, but I landed on Fantastical Calendar, Dark Sky, Bring (groceries) and Due (reminders). All those apps have been fast and reliable on the watch for some time. Don't place all the blame on Apple for slow apps... it's usually more the developer's problem.