Hi there, subalxs!
Thanks for visiting the Apple Support Communities. I understand from your post that you like to control music playing on your iPhone using your Apple Watch. This includes removing content from your iPhone Music library, but you're not seeing that option. I'm happy to help!
You can use your Apple Watch to remove songs from your Apple Music library on all your devices by using the steps below, taken from Play music on Apple Watch - Apple Support:
"View options from the Now Playing screen: While playing music, tap , then choose an option.
View options in For You and Library: Swipe left on a song, playlist, or album; tap ; then choose an option."
If you do not see an option to Remove the song using these steps, the song is not part of your Apple Music library.
Best!