There's a good reason for this though; when transferring data to the watch, Apple has two options: Bluetooth, which goes at a maximum of 2Mbps, or Wi-Fi/LTE, which destroys the battery. You can test this by using the "Download with Apple Watch" feature in Spotify, where it takes hours to do 100 songs unless you disable the Bluetooth on your phone, but then the battery drains on the watch.

As such, the only way to do podcast transfers in a reasonable amount of time is to do them on the charger, because you probably wouldn't want to have your watch die half way through the day because several of your subscriptions released a bunch of long episodes. This is also why I don't listen to audio from the watch pretty much ever.