@LukeGarratt That sounds like strange behavior. What device/OS are you running? And also, is the appearance of the phone icon consistent, i.e. does it always appear 30 seconds after initializing the watchface? If not, and if only displaying the icon upon each weather update (every 15 minutes), it might be a time-out issue. The current version updates weather info within a fixed interval that is the same for all users (quarter past, half past, quarter to, and sharp), which can cause an overload of weather requests. The upcoming version will handle this in a better way.
By the way, does the watch vibrate each time it displays the phone icon?