In Wear 2.0, Google is trying to make the watch more of a standalone device with its own version of the Play Store and apps that operate independent of your phone. However, that also means Play Music loses some features. It turns out you can’t sync music from your phone to the watch in Wear 2.0, and downloads direct to the watch are very limited.
On phones that are paired with an Android Wear device running v1.5 or earlier, you get settings for downloading tracks to the watch and controlling which ones sync over—you can pick and choose exactly what’s stored on your watch’s limited space.
[Annoying] Play Music on Wear 2.0 does not support sideloading music from your phone was written by the awesome team at Android Police.