Some additional info: the watch app and its mobile counterpart are used to enter scores for a match.
The watch app starts a match (and a workout session) when it receives a notification from the mobile app, after the user started a match on their phone (basically the watch app is just a more convenient way of inputing scores, so the user wouldn't have to reach for and unlock their phone every time - therefore the need for the watch app to always be displayed)
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I followed your advice and started a workout session. Almost everything works as expected:
The user is prompted for access when first launching the app; after they accept, I start the workout; the delegate method workoutSession(didChangeTo) returns the expected values; the app remains active, and when I go to the clock face, the app's logo is displayed at the top for a quick return.
But the "return to app" option is still missing from the settings.