Hot Take: it's nearly always unacceptable for these devices to leave off the headphone jack

There's one manufacturer in particular that has begun commonly leaving off the headphone jack in their devices, regardless of the form factor. Multiple Ayaneo devices are out without any analog audio output at all: the Slide (PC handheld), Pocket S, Pocket DMG, Pocket Micro, and Pocket Evo devices all lack the 3.5mm jack. Of note, the Ayaneo Pocket Micro itself cannot be used with wired headphones AT ALL when gaming - the only way to get a dongle to work is if you disable the controls. The only other noteworthy device I know of that doesn't have it is the Miyoo A30, which does at least include a USB-C to 3.5mm adapter. I get that it's a really small device so I understand that maybe it was challenging to find space for it, but it still would have been a better device if it had one (and even the original Miyoo Mini found room for one, so I'm sure it would have been possible.)

There's a bit of a catch 22 going on here. If the device is small and highly portable...chances are pretty high that I, at least, would be using headphones when playing on it nearly all of the time. In those situations, devices need a headphone jack - even if it's harder for the manufacturer to make space for one! And the bigger devices, I probably personally still want to be using headphones, but in general, if it's a larger device, it's a hard sell for me to accept some kind of explanation that the manufacturer couldn't find room for one.

Yes, many of these devices have Bluetooth support now. But I would argue that BT is just not acceptable IMO for gaming. No matter what codec is used, latency is a fact of life for BT headphones and earbuds. Some codecs do minimize it, but it's still there. Also, I personally tend to pair BT devices once or twice, and then leave them connected to that device. My true wireless earbuds are assigned to my phone. I don't want to constantly disconnect and reconnect to different devices. In this sense, it's so much easier to just plug wired earbuds or headphones in.

And high quality earbuds and headphones are extremely common these days. For $20, you can get outstanding sound quality now with the surge of "Chi-Fi" (Chinese Hi-Fi) headphones, or retro mainstays like the Koss line for $20-$40. A little money goes a long way in giving superb audio these days.

I've made absolutely no secret of the fact that I am highly critical of Ayaneo. I think the Pocket DMG is absurd. But to be honest, I might have made an argument in its favor if it had an audio jack. It would have made a cool little retro-themed digital audio player/handheld gaming device (though I still would have argued that it doesn't need a $340+ price tag and a G3X Gen 2 to do that of course.)