Share your experience!
If your headphones are synced to your phone and are on, then you should be able to play the music through the headphones w/o doing anything, just play the music.
No, no you don't, I have the SW3 a Z1 and the same headphones and you don't need to disconect the watch to play music through the headphones.
Perhaps you have to elaborate a lot more on your issue, because if the headphones are on, the music will go directly through the headphones, the SW3 won't interfere at all.
I had tested this before with a Z3, SW3 and the same SBH80 and a smartband.