Google Play Music for Android Wear 2.0 doesn't support sideloading music tracks from a phone to a smartwatch running the latest version of Google's operating system for wearables. Saving music to an Android Wear 2.0 device on the go can only be done by downloading it directly to a compatible wearable, which in practice reportedly works as an inferior version of the importing ability that Google's app supported on Android Wear 1.5 and older versions of the OS. As of the latest update, users can only download music albums and playlists to their watch by long-pressing them in the Google Play Music app and aren't able to sideload individual tracks.
While the new limitation can theoretically be circumvented by creating a custom playlist solely dedicated to importing new tracks, then checking the "Auto-download" option in the Music Settings menu of the Google Play Music app, that method is more complicated than what the older versions of the service supported. Likewise, the way music importing works in Android Wear 2.0 also requires users to log into Google Play Music directly from their connected watch, meaning they lose one of the ten authorized device spots that are currently supported by the service, which wasn't the case before. Finally, it seems that updating a device to Android Wear 2.0 deletes all locally stored music on the device, meaning users can't prepare for the newly introduced inconvenience by sideloading music from their phone prior to installing the update.
It's currently unclear whether the Mountain View-based tech giant will be looking to reimplement support for sideloading music to Android Wear 2.0-powered devices at some point in the future, but that may not be the case seeing how much effort the company already put into making the latest build of its wearable OS capable of functioning on its own. While that design philosophy made Android Wear devices more independent, it seemingly also resulted in the removal of the convenient feature outlined above. As things stand right now, there's no way to sideload individual tracks from your phone to any smartwatch running Android Wear 2.0, though those particularly patient users can always name playlists after individual tracks or resort to using a single playlist for all of their importing needs.