Those are expensive though and have very limited battery life of only 5 or 8 hours. For example, the 128GB wireless stick is $100, while a 128GB usb flash drive is only around $30, and isn’t limited to 5 or 8 hours of power. In addition, using WIFI on the player reduces the player’s run time considerably.
Some want to attach an external usb 3 hard drive with a few terabytes of data on it to a portable player.