Apple Watch podcasts only play through iPhone speakers, not Bluetooth headphones

I have Bluetooth headphones connected to my Apple Watch. I often switch between listening to podcasts with the watch and headphones while running and later listening to the same episode on my iPhone speakers. If I start an episode on my iPhone, and later want to listen to the same episode from my watch on my headphones, that episode will only play through my iPhone speakers. When I go to the upper righthand corner in my watch to select my headphones as the device, it goes to the last episode I was listening to on my watch (which will play through the headphones). If I navigate back to the Downloaded podcasts to select the one I want, it will only play through my phone.