watchOS 10 Music App - Problem playing music from Watch (keeps coming from phone)

I am a long distance runner that runs w/ my Apple Watch Ultra and iPhone. I begin the run by running music off my watch, which is what I want cause I use Nike Guided Runs. I also use Beats Fit Pro. Anyways, in the middle of the run I pressed once one the headphones to pause the music. A couple of minutes later I restarted from the headphones, but it picked up playing music from my phone!

After that point I couldn't figure out how to play music so it was coming from my watch. I played with every setting on the watch music app, but essentially the watch app was just controlling music from my phone (even if I selected a playlist that was 'downloaded'). Any help is appreciated of an easy way to know the music I am playing is coming from the watch and not from the phone. This should be easy but I can't figure it out. Thanks!