You don’t actually need the phone nearby with the previous watches either, they will connect directly to WiFi if they need to - they just prefer to use the phon

You don’t actually need the phone nearby with the previous watches either, they will connect directly to WiFi if they need to - they just prefer to use the phone for battery saving. I was kinda surprised the first time I got an iMessage on my series 2 when my phone was in airplane mode!