FB Messenger on Apple Watch

You're misdirecting your angst. This was Facebooks decision, not Apple's. Complain to Facebook. You'll still, by the way, be able to get Notifications on your watch. You just won't be able to open messages or reply on your watch. And let's be honest. Typing on the tiny keyboard on Apple Watch, when you likely have your iPhone nearby just shouldn't be a significant issue.

But sure, if you bought an Apple Watch Ultra ONLY for Facebook Messenger, when Apple Watch Ultra does so much more, then yes, perhaps it wasn't the best option for you.

You do, by the way, have 14 days from date of purchase to return the watch. Before you do, you better check with Facebook to see if they provide support for Messenger on any other brand watch. I'd be surprised if they do.