It’s quite possible the Samsung watches don’t rely on this system, but I’m not sure and may have also assumed it was worth asking like the GP.
Prices for just a SIM without buying a phone seem to be pretty high.
Here selling SIM-locked phones is not even legal. In most European countries it is legal, but still less common than in the US. So operators have to serve customers not buying a device from them on competitive terms.
This was true 5-10 years ago. Nowadays, nearly every mobile network regularly has offers to entice users to bring their device from a different network in exchange for a cheaper monthly plan or similar.
Another issue is that both the watch and the phone need to share a phone number if you want to leave your phone at home and answer calls and receive SMS on the watch. This isn’t standardized and only works with each watch’s supported carriers.
I might be missing something about cultural differences but... why would you expect an electronics store to tell you what kind of plans your telco has?
Here in Switzerland pretty much every telco offers an additional SIM for tablets and watches, but you need to talk to the mobile operator not the electronics store ^^