Dear Apple,
Here's an idea. Instead of just replying to these messages with a standard response which clearly does not work how about you advise people that they may want to check that their phone has had the latest updates applied?
Now I'm certainly not saying the following is the only solution to this issue but it appears to have worked for myself and a number of other users when they are trying to set up and pair a new apple watch.
Step 1: Update your phone to the latest IOS version
Step 2: Update your watch to the latest WatchOS version
Step 3: Try the pairing process again.