I think I know the answer, but would you prefer the 3D audio of the headphones or the cool sound effects you get from the controller? Wish there was a way for you to be able to have both. :/
I would like both really. As you said it's a shame you can't have both. But I think my headphones do a good enough job.
The magic of the dualsense is the vibration and rumble creating an illusion like experience that trick you into feeling more than what you have sometime.