This really drives me mad. I think Apple just assumes if you are going to listen to music, then you will not need your phone with you. Just your watch, like when you are jogging etc. So they figure you can download a few songs to your watch while you workout. (But I carry my phone with me regardless of what I am doing.) I also think that maybe this feature is done on purpose, if the rumor of the next watch having cell service built in is true. I can see them saying, with your new watch, and latest ios, you won't need your phone at all on you. A do everything from your watch ad campaign will launch at that point.