Airplay on my watch overrides bluetooth connection to my headphones to play on the phone

I had the same issue. Search up AirPlay on your phone then press never.

This exact thing is happening to me and is extremely frustrating. It didn’t used to happen and I don’t think it’s ever happened with my pros just normal AirPods. I didn’t try what the other commenter suggested yet, but if that doesn’t work, another work around is just turning Bluetooth and network connectivity off on your phone temporarily vs turning the phone completely off. Once you get music playing from your watch directly and not airplay, you can turn Bluetooth and network back on.

Please check you may have enabled --> Settings > Accessibility > Touch > Call Audio Routing > Bluetooth [Ticked]

Please set it to Automatic.

Please see the pic below made on iPhone 12 Pro iOS 16.5. The two scenarios which I tested are given below and are self-explanatory

I have these problems too. Turning bluetooth back on screws up the apple watch. It will keep playing music from the watch. but connected to the phone in airplay mode and i loose control of the watch music even though it's still playing. i never want this to happen. i just use my watch to work out and stream music. its so hard to get it to pair to my beats pro with all the auto connecting of everything. im not sure what to do. it takes me 10 minutes of furstration, praying, doing a little dance, etc. until i can work out. every day.