I would probably prefer having a headphone jack. I am using wireless buds though. The problem with them is the price. While you can get decent wired earbuds for around $100 or even slightly less you have to pay at least $300 for decent wireless ones. Seriously I tried a few, but they all sounded like absolute garbage. It's probably a cheap DAC in all of them combined with even less available space due to batteries and other electronics.

Another downside is that you can only use them for like 5 hours at a time. It is fine most of the time, but on long train rides I hit the limitation a few times.

Overall I am happy with the wireless ones, they are convenient, but it is really expensive to replace them and you have fewer choices, so having wired headsets as an option would be great.

I never tried wireless Bluetooth interfaces though and I suspect they might be better than the inbuilt jack of phones which would make them obsolete in my opinion.