Apple Watch Connection Icon

My son was experimenting with his new Apple Watch today, and after setting his phone down, he couldn't find the phone. So, he went to his watch, swiped upwards to display the Glances and got to the first one to allow him to ping the phone. At the top of the page it showed Connected as always, but instead of the phone icon, it appeared to show a cloud icon. In looking at the Apple Watch User Guide, I could not locate this icon, or an explanation of it anywhere.

Does someone know what this means, or where I could see an explanation of the icon? Thanks in advance.