Fieryjack, no it doesn't...
I just did a tennis lesson and ran the tennis workout on my Watch (which I added by scrolling to the end of the generic workouts and then clicked "Add Workout". Tennis is one of them...
Afterwards, I pressed end and then pressed done. There was data on the Watch at that point.
However, when I go to my iPhone and look in the Fitness app there is no data. In the Activity Summary there is nothing. No minutes, no steps, no heart rate, nothing!! It's as if I didn't do anything. Under Workouts/Show More there is nothing because tennis is not able to be added to the All Workouts list.
There are 10 there and do not reflect the ones on my Watch.
I think that, since there is no ability to add tennis as a custom workout in the Fitness App, that is why there is no data transferred. This makes NO SENSE