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.
They probably mean having a headphone/microphone jack. Thinking about it now, I don't think I have ever actually used the jack on the few controllers I have owned that had one, but I can definitely understand why some would find it very useful.
You have probably never played on a computer without Bluetooth, then (or headphones without Bluetooth). Using headphones connected directly to the pc is a pain in the ass. Using the controller's jack is much better.
I briefly had an xbone living in a shared apartment and it came in handy