Yes, Apple retired Floppy disks and DVD readers, because those were replaced by something better. This is not the case here.
A Bluetooth headphone will give you an inferior experience. A lightning converter will give you a worse experience because I can bet it doesn't stay plugged as firmly as a headphone in a high vibration situation (e.g. people exercising) and you can't have the charger plugged while you listen to music
Just as a reminder it was the EU who ended the BS of every company having a stupid proprietary charger.