I'm sure it'd be optional, just like every other notification you get on the watch.
I don't understand why people are against this - it's something that, in my view, should've been there from the beginning as it possibly prevents you leaving a phone behind/missing notifications and is bound to be optional.
Think about it. Apple tends to make things seamless rather than annoying. Why would you want to constantly get alerted every time you transition between Bluetooth and wifi?