It is not necessary to close apps on Apple Watch.
In order to use the built-in cellular feature on Apple Watch Series 3 (GPS + Cellular), you need a service plan for your iPhone that specifically includes support for watch, including the carrier activating the device on the plan:
Apple Watch Series 3 (GPS + Cellular) connects using the most power-efficient available method. This includes connecting to Wi-Fi as a fallback whenever a Bluetooth connection with your iPhone is not available and only connecting to the cellular network if neither a Bluetooth nor a Wi-Fi connection is available:
Any data consumed by the Apple Watch is consumed either:
- Via the paired iPhone (including Wi-Fi and cellular data).
- Via a direct connection between the watch and a compatible Wi-Fi network (when the watch cannot connect to the paired iPhone via Bluetooth).
- For Apple Watch Series 3 (GPS + Cellular) models, via the built-in cellular feature, only under the circumstances described above.
If you have an Apple Watch Series 3 (GPS + Cellular) model that has been added to your carrier plan, then the built-in cellular feature can be turned off, if desired, via Control Centre: