Maybe we are thinking too three-dimensionally. It's theorized that some of the higher spacial dimensions are really "small" (though infinite) and curled up and exist within every point of our three-dimensional space. Do not ask me to explain this.
So, maybe the tesseract sends gravity through some of the higher dimensions which are curled up within each point inside the watch, such that removing the watch from the room really doesn't matter because the higher dimensions travel with watch.
I know "they" are supposed to be fifth dimension beings, but that doesn't mean the tesseract doesn't operate through higher dimensions.