That just means your phone's or PC's DAC is crappy compared to the internal one, and any other headphones would sound just as bad.
I have an older pair of JBL E55, which are about 50% cheaper than yours, and on a modern phone they sound slightly better on wire than on wireless, presumably because their internal DAC is mediocre.
I have new MBP 14', and even external fiio E10k headphone amp. They work great with my Sennheisers HD 650, but suck with WH-1000mx3 compared to internal AMP.