Cannot download to Apple Watch - Spotify, Audible offline play

I have already posted this in the Spotify forum - but then tried with Audible and I am getting the same result. So I suspect it's an Apple issue:

I have a brand new Apple Watch Series 6, Premium Spotify, iPhoneSE ... 

Phone, watch and app are all updated to the latest versions

Removed app from phone and watch multiple times and re-added

Downloaded Spotify app directly on watch (vs shared through iphone) 

Turned off devices and brought up phone, then watch ... multiple times

Unpaired and re-paired 

There is no "Download to Apple Watch" option in my Spotify, even after all of this. Please, can someone tell me what to do? Or what I'm doing wrong?