I too have the same Marco, I have ended up going to Notification Center so that I can set them to not timeout however looking through the settings I see that you can also set the duration shorter so I wonder while the feature requests that we have all put in get written (or ignored) whether that might be suitable?
NC handles it in a different way. They present the messages via a watchapp, whereas Pebble itself uses stock notifications.
In NC you can configure how long the watchapp should be visible.
I too use NC because of this flaw in stock Pebble, but it comes with a cost (having to use a 3rd party app because Pebble sucks and the fact that the NC watchapp pushes other watchapps away. I know there is a possibility to return to previous app, but this is buggy)