Welcome and thank you for reaching out to us. Can you clarify what you mean by altering the sound? Just the volume? I wanted to be sure. The good news here is that because the headphones work as expected when paired with your phone and using Spotify, which confirms that the headphones are functioning well. Can we try clearing the Bluetooth paired list from the headset, and remove the headset from all your other devices, and try pairing again? We want to see what is being paired here because it seems to be occurring somewhere in the "handshake" between the headset and watch.
Let me know your findings when you get the chance.