I ran into this issue as well and I have a Jabra Enhance Pro 10 (GN Resound). Unable to make/receive phone calls directly from my Apple Watch 4 GPS + LTE and be able to hear the call using my hearing aids without my iPhone being near by. I too want to be able to leave my iPhone at home and be able to take calls from my Apple Watch and be able to hear the caller through my hearing aids. Seems kind of pointless to have to carry my iPhone around just to be able to hear my phone calls from my Apple watch....
So, I called Jabra tech support. They explained to me that hearing aids use MFi which I understand is a "low energy" bluetooth protocol. When you go into the Apple watch configuration, MFI option is missing which means that the Apple Watch cannot directly see the hearing aids but needs the hearing aid app on the iPhone to do the communications between the watch and the hearing aids using normal Bluetooth. ie. Watch <--> iPhone using normal bluetooth. iPhone <--> hearing aids using MFi.
Jabra/Resound support is waiting on Apple to provide MFI protocol on their Apple watch so that those of us who use hearing aids can connect directly to our Apple watches using MFi without the need for the iPhone to be nearby, playing the role of the "middle man/bluetooth translator". At least that is how I understand it after going into the deep grass with Jabra technical support.