A second way to keep listening
A wireless headphone can be worth considering partly because it is not limited to wireless use. Sony documents music playback through the WH-1000XM5's supplied headphone cable even when the headset is switched off. For someone with an analogue headphone output and a habit of keeping the cable nearby, that is a practical alternative connection, rather than another Bluetooth pairing to maintain.
Power changes what the cable delivers
With the headset off, that playback does not include noise cancellation. Turn it on while using the cable and Sony allows noise cancellation or Ambient Sound Mode. In either case, inserting the cable disables Bluetooth. The choice is therefore between documented listening modes, not a promise that wired and wireless inputs will play together.
Calls remain a separate job
Sony says a call in this arrangement uses the phone's microphone while the caller is heard through the headset. Playback volume and transport controls also move to the playback device. Someone wanting a wired computer boom-microphone replacement should not infer that the supplied analogue cable carries the headset's microphones just because music comes through it.
Leave a charging interval
The charging guide says the XM5 turns off when charging starts, and cannot perform operations such as music playback while connected to an AC outlet or computer for charging. Choose it if an optional analogue route is valuable and charging can have its own interval. If the essential requirement is powered noise cancellation continuing through charging, this model's documented behaviour does not meet that brief.
Sources & further reading
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