Based on the description on their site, the controller includes a built-in battery: "8.39 Wh Li-ion battery, 35+ hours of gameplay... "
That was disappointing for me. Specially condidering the Steam Frame's controllers make use of AA batteries: "One replaceable AA battery per controller, 40hr battery life"
AA Batteries might not be as convenient to use, but being able to replace them is a great advantage. All my Xbox360 controllers still work fine, but none of my PS3' Dualshock 3s.
The official docking station could be used to recharge (rechargables) AA batteries so the functionality could remain the same.
Audio? It's not a Wii remote lol
Edit: Just realized you probably meant headphone jack on the controller, but that would likely both murder the quality and have worse latency (Bluetooth is not great for PC gamer audio).
I meant headphone jack. But what if I don't care about quality and latency and just want audio on my device because it's useful to have?
Also, I think the dual sense has audio haptics like a Wiimote?
Edit: also the controller has two other connections other than Bluetooth, that can easily handle audio better than Bluetooth.