I faced the same problem enlisted by some other people in the group. When I changed my phone from iPhone 7 to iPhone XR, i faced the issue in the apple watch – asking me to set up in the iPhone first. I tried deleting the run keeper app in the apple watch and the iPhone XR, but it continued giving me the same error message in the Apple watch. Finally, when i read some of the other posts, asking to install as a new watch, i thought of doing so, but remembered that in the absence of Runkeeper app, i had used the Pedometer ++ app, or the Activity app to record some of my runs and so that data may get deleted as well.
so when i deleted the run keeper app and reinstalled and got the connectivity to the Apple watch, i just went ahead and scrolled to the right, in the apple watch, inspite of the error message – and , lo and behold, suddenly it started working.
people can try this as well, i.e., inspite of error message, just scroll to the right- the run keeper in the apple watch starts working.