Attempting to listen to podcasts while on a hike without iPhone present...

I have an iPhone 15 Pro, Apple Watch 9 and AirPods. Using SmartGym for workout app. On my apple watch I have downloaded podcasts from my phone. Made sure the AirPods were paired with my watch and that I started the podcast app on the watch. Started the SmartGym app then left. Music started and was playing until I turned a corner in my building and music stopped. Walked back towards my unit and music started. Was in a rush so I just grabbed the phone and left.

Should I have turned wifi off or disconnected the watch from the phone via bluetooth before leaving? I have browsed the community site and have seen questions about playing music on the apple watch without the iPhone present. The answers state how to load music onto the apple watch, which I have done. But I am not seeing any steps beyond loading music.