Why can't I have both? Wifi doesn't seem to have this latency problem.
The latency doesn't come from bluetooth radio part itself (there ARE low latency BT headphones after all).
It comes from the fact that all audio is encoded (usually into SBC or AAC or AptX), transmitted and then decoded in the headphones. And each of those steps has buffers. And those buffers are configured by the manufacturer.
The bigger the buffer, the more stable the audio connection - there's less stuttering, less dropouts. But every buffer in the chain adds latency.
So why can't you have both? You sure can. You just need to somehow find headphones and a PC that doesn't add latency to bluetooth. Sadly that's not something that's usually documented in technical specs.
But pretty much all serious gamers use an ethernet connection because wifi is a pain in the ass. In fact, the first thing a support representative for any game will tell you when complaining about excessive lag is to try a wired connection.
I only use wifi where I cannot attach a cable. I will run 15m ethernet cable on an apartment's floor if I have to, in order not to have to use wifi.
There is some patented codec I think that does allow low latency bluetooth streaming (forgot the name) but that's not heavily implemented in my experience.
Wifi is one of the best things you can do to add unreliability and latency.