Sorry for being ambiguous, I should probably clarify. Samsung Pay on the phone app is totally separate from Samsung Pay within the Gear app. I have the same cards registered in both apps, and I am logged into the same Samsung account on both apps, but as far as I can tell they are completely separate. I don't see any reference to Samsung Rewards on the gear app, and when I make a purchase with my watch, I have to check the Pay app for my phone in order to see my rewards balance.
I haven't done anything to link the two apps, nor am I aware of any way to do so. As far as I can tell, the only reason I get rewards on my phone for purchases made through my watch is because I'm logged into the same Sansung account on both apps.