Castro’s iPhone app on macOS doesn’t sync either, only restore form the same backup as the phone made. I only listen on phone and watch so it’s not an issue for me, personally, but it is a significant deficiency.
I went with Outcast for the Apple Watch after having trouble syncing podcasts. It can be clunky selecting podcasts to download (draw letters on the screen) but has worked out great for me. $0.99 well spent in my opinion. Outcast App