http://www.techradar.com/news/new-watchos-4-patch-solves-apple-watch-3-lte-connectivity-issues

Few features make the Apple Watch 3 so appealing as the available built-in LTE and Wi-Fi connectivity, but following its launch two weeks ago, reports of spotty connectivity quickly rolled in and stoked concerns. 

Apparently the Apple Watch 3 LTE was still constantly seeking out unauthenticated Wi-Fi networks, causing it to ignore the sweet plan you paid for when it finally latched on to the public signal at Starbucks or elsewhere.

Today, though, Apple released an update to watchOS 4, called watchOS 4.0.1, to owners of the smartwatch, and it apparently solves the issue.