I disconnect from Bluetooth daily because my TV soundbar or wife’s car in the driveway picks up my audio output. I’ve never intended that action to disconnect my Apple Watch. iOS 11 is an improvement for me in that regard.
Since it turns back on automatically at 5am, I have to remember to hard turn it off, otherwise it connects my alarm to my living room bluetooth speaker. Took me a couple days to figure out what was happening. Frustrating for me.