The iphone started out as a dependent of a computer (mac only at first? I don't remember). There are a number of settings on the watch that can be modified on the watch, but originally could be modified only on the phone.

You can set up a watch for a family member who doesn't have a phone, but you do have to do that from your iphone.

Not that I have any thoughts on where Apple might go with this; this is just FYI.