Why does my watch lose time when it is on the winder, shouldn’t a winder keep it wound?

The mainspring inside the watch requires sufficient tension to power its various complications; the time/day/date/moon-phase etc. Tension is created by movement of the watch which in turn activates the rotor which increases mainspring tension, the source of the watches power. Many of us don’t move as much as needed to maintain this tension. We walk the streets with phones in hands, we sit at a desk all day, we drive, none of these activities move the wrist that much. Your watch may have multiple complications that need the energy stored in the mainspring to function properly. Try winding the watch manually 10-15 times before inserting into the winder. If you have a pre-programmed winder which is 900 turns per day (TPD) bi-directionally that may not be enough TPD for your particular watch. If you own a programmable winder increase the TPD and set to bi-directional.