Spotify stops playing on Apple Watch with cellular

I recently purchased an Apple Watch SE with cellular and one of the main reasons was to run with it while leaving my phone at home. I have cellular set up and have been able to answer phone calls without my phone nearby. However, when I leave my house to run Spotify stops playing when I get about 2 blocks away. I’m thinking there is something I need to turn off/on to get it to stay on during my run. I also use RunKeeper and that app doesn’t have any issues during my entire run.