Apple Watch limitations
Apple Watch can only have one workout session at a time. Starting a new session will cancel any active sessions. Workout sessions are what allow workout apps to stay open in the background. Without a workout session, workout apps would become inactive and not able to do anything each time the user lowers their wrist.
From Apple's documentation:
Apple Watch runs one workout session at a time. If a second workout starts while your workout is running, your HKWorkoutSessionDelegate object receives an errorAnotherWorkoutSessionStarted error, and your session ends.
There is no way to get around this until Apple remove the limitations of Apple Watch.
Can't I use Seconds without a workout session?
As mentioned above, Apple Watch apps are deactivated when the screen turns off and cannot do anything. In the case of Seconds this would mean that the app would not be able to alert you of upcoming interval changes unless the app was actively on the screen. No one wants to exercise looking at their watch the entire time.
Can't Seconds just use notifications for interval changes?
No. Before apps were allowed to run in the background for workouts we tried this. Notifications are significantly delayed. For most apps this delay doesn't matter. What's 5-10 seconds when being notified of an incoming message. But when time is critical is just doesn't work.
Here is a video showing an early prototype of Seconds for Apple Watch using notifications that demonstrates the problem.