Have a new watch with cellular however I still can’t leave my phone. Why?

Did you activate number sharing with your iPhone carrier?

Activate cellular service

You can activate cellular service on your Apple Watch during setup. If you don’t wish to, you can activate it later in the Apple Watch app on your iPhone. See Use Apple Watch with a cellular network.

Your iPhone and Apple Watch must use the same cellular carrier. However, if you set up an Apple Watch for someone in your Family Sharing group, that watch can use a cellular carrier different from the one used on the iPhone you manage it with.

Cellular service not available in all regions.

Listen to music, podcasts, and audiobooks on your Apple Watch

No that is not true;

Here is one example;

https://www.wareable.com/apple/how-to-use-spotify-on-apple-watch-6609

And this;

Add music to Apple Watch