Yeah the Workout app does override the setting of returning to the watch face.
I often go running and it stays on the Workout app. However 3rd party running apps like Nike on the watch will return to the watch face, unless you have your watch settings tweaked to stay within the app.
That's perfect, thanks guys. Exactly the way it should be!
I didnt want to have it always go to the last app used, but I did want it to do that on the workout app, so I'm happy with that.
Even out of Bluetooth range of your iPhone, you should be able to get data via Wi-Fi. What might be happening is that your Watch cannot use 5GHz Wi-Fi, so cannot get alerts from the iPhone. Do you have a 2.4GHz network your iPhone and Watch can use?