The problem with latency is a bluetooth problem. Get one that doesn't use bluetooth or Infrared and you're golden. Idk about cheaper ones but my steelseries headphones are amazing with zero latency.
In fact I'd go as far as say that unlike most mice and in particular all keyboards (which make 0 sense in wireless), wireless headphones are pretty neat. They fix two big issues:
Getting up in the middle of a call to grab a coffee or so.
Accidentally yanking wires when swiveling in your chair. You instinctively let go with your hands, so you don't pull the KB or Mouse, but you don't always remember to actively take of the headset before you yanked it again.