You need the phone to download the song, album or playlist but once it’s on the watch it can operate independently.
I use my watch when jogging or gymming.
I get the impression people think you are playing music through the watches loud speaker.
The earphones pair with the watch, like it would with the phone. You are limited to what you downloaded, but at the gym the watch can also connect to WiFi and then you can stream.
It’s one less thing to worry about when exercising.
If I’m doing a treadmill, bike or elliptical, I sometimes like to take my phone and watch videos like talks or something like that. When doing weights, the phone is best left in the car or at home.
My watch never makes a sound, whether calls or music.