How to backup Apple Watch when iCloud backup is turned off for iPhone?

Apple Support's article:

Back up your Apple Watch - Apple Support

says:

"Your Apple Watch data is backed up to the iPhone that it's paired with.*

This happens automatically as long as your iPhone and Apple Watch are near each other,

so you don't need to do anything to keep your watch backed up".

You can see what thew back-ups include / don't include in the above article.

So it seems if you back-up your iPhone to a computer, the back-up would likely include Watch too,

Eg: Back up and restore your iPhone, iPad or iPod touch to your Mac or to iCloud – Apple Support

or

Back up iPhone – Apple Support (includes how to back up to PC)

All the best :-)

You're never given the option to restore your watch backup because you seen to have an aversion to using iCloud, which is where a watch backup would be included. It's certainly your choice, but not using the tools which would avoid you having to go through what you have to go through every time could be avoided with using iCloud.

You made the choice.