there may be already an open ticket (aka "duplicate") - i could not find one.
note, that on enwiki, [[MediaWiki:Tog-usenewrc]] was overwritten long time ago to reflect this limitation.
DESCRIBE THE ISSUE:
when a user selects in their preferences "Show Wikidata edits in your watchlist", they will see such changes if they use the "old" recentchanges/watchlist view, but if they choose "enhanced RC" ("Group changes by page in recent changes"), then they will not see wikidata changes in watchlist.
wikibase-triggered watchlist items show inconsistent behavior with other features also, such as marking unvisited pages in boldface in watchlist.
peace.