Why can I not listen to iHeartRadio app through my Apple Watch SE?

Two days ago, I bought my first Apple Watch, the SE, so that I could listen to iHeartRadio app (and keep track of steps taken, etc.) while taking walks, without having to take my iPhone with me. The tech who sold it to me said this would be a great device for me. He loaded the iHeartRadio app for me on my phone, but I had not been able to get it to play through my phone. I just spent two more hours on the phone with an Apple tech who now says the iHeart app will only play through the watch if I buy bluetooth headphones and pair them with the watch. Is there anyone out there who plays the iHeart app through the watch without headphones? Or am I stuck either 1) returning the watch, or 2) having to buy and wear headphones? Thanks. Seems lame to me that the watch won't play the audio from an app thru the watch if voicecalls, etc. play through it.