> I personally find the tiny bits of connective tissue-rich meat, fat, and gristle stuck to the bone to be the tastiest part of the steak
So yeah, unless you can get the bone out perfectly you'll get more flavoursome meat if you leave it in.
Also it's not entirely insane to believe bones impart flavour, since marrow is incredibly flavoursome, though you probably won't be able to cook bones enough to get the marrow out.