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The apps are not on your watch. They are on your iPhone. So you have to wait for the signal from your watch to your phone saying the app is needed, then send the started app info back to the watch.
 
You need to wait until OS2, until then the apps run on the phone, where as the next version of watch OS will have them execute on the watch itself
 
The loading time is compounded when your watch app relies on accessing data from the internet and the data network your phone has is not fast. for the same app my loading time can be a few seconds to "forever", depending on network conditions
 
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