I think it largely depends on the industry and perhaps the reason why you are being watched. From working in retail on a shop floor selling, they used to have m

I think it largely depends on the industry and perhaps the reason why you are being watched. From working in retail on a shop floor selling, they used to have management join us when we would speak and "sell" products to customers, this type of watching was terrible and put you under immense pressure to perform with someone literally standing over your shoulder hearing you speak and watch you do your work. Fast forward 4 years working in professional services, if my manager set next to me and watched me work it would be fine and probably a positive experience.