This is a feature of the operating system by default and can't be disabled, it is an option for clearing multiple notifications at one time for the convenience of not having to clear one by one.
I understand that. This is a request, as I would like disabling it to be an option, both on my watch and phone(I actually lock all of my apps so that I don't accidentally close all of them as well).
Also, while I'm in a related subject, I also don't like the "Add Widget" screen on my watch, the one to the right of all of my widgets. I know how to add them without having a dedicated widget for adding more widgets, I would like to turn that widget off.
Thank you for your interest in sharing your ideas with Samsung. We appreciate your feedback and will tag it on the forum so that it will appear with other feedback, ideas, and requests. This will allow your post to be more easily found in the event that Samsung product groups are seeking outside feedback/requests/ideas regarding our products.