I often go to look at the watch face and the Remote app is open. It happens multiple times a day, even when I haven't used the remote app for days. Anyone else experiencing this have fixes? Perhaps changing the wake screen behavior might help?
Every time the app is refreshed (happens at least once in a hour) it tries to connect to the device you last controlled. If it can't it will inform you about it.
You could try disconnecting from the device before closing the app. If that doesn't help, remove it from the Dock.
I had random apps popping up every time I raised my Watch (on WatchOS 3), until I went to Settings -> General -> Wake screen -> the option "On screen raise show last app", I now choose "while in session". It was on "Always" before.