It is amazing that somebody can complain that the watch needs to tether to the phone for data AND complain it is too thick.
This is how the Pebble currently works and I can't imagine the watch to be that much different. In my office I could walk most places with my phone on my desk and it stayed connected. Probably not good enough to do the more data intensive stuff, but I got notifications just fine. When I would go to the bathroom it would lose connection, but reconnect as soon as I left. If I missed a notification it popped up, as soon as I was back in range. If you were in the bathroom long enough for that delay to be a problem, you should probably consult a doctor.