Partial derviative of prediction (sigmoid applied) with respect to weight
Recall that for chain rule, we have $$\frac{d}{dw}h(g(w))=h'(g(w))g'(w)$$

For the context of your question, $h(t)=\sigma(t)$ and $g(w)=Wx+b$,

hence that is why we have one more term.