It is certainly not normal for your Apple Watch to turn off unexpectedly.
Whilst I can't say why that has been happening, the following steps may help to stop if from happening again (check performance after each before moving on to the next):
If you have not yet done so, update both your iPhone and Apple Watch to the latest software, starting with your iPhone:
Close all apps and restart both your iPhone and your Apple Watch (normally):
- Close all open apps on your iPhone:
- Double-click the Home button, then swipe up on each app preview to close it.
- Turn both devices off together, then restart them, starting with your iPhone:
Unpair and re-pair your watch:
Remove apps and watch face complications:
- Remove third-party apps from the Dock and/or remove them completely from your watch and then monitor performance after adding them back, one at a time.
- Remove watch face complications and monitor performance as you add them back:
If the issue then persists, I suggest that you contact Apple Support (remote diagnostics and/or mail-in service may be available, if required), make a Genius Bar reservation or visit an Apple Authorised Service Provider for assistance: