John Gruber, spitballing on what wireless headphones from Apple may look like in the charging and pairing department:
Spitball: What if Apple is planning on Bluetooth earbuds that include a Lightning jack, like the Pencil? Plug them in to the device you want to pair them with, click “Pair”, and you’re done. Easy to charge, too.
It's worth noting Apple has done this with more than the Pencil. The new Magic Keyboard, Magic Trackpad 2, and Magic Mouse 2 all pair to a Mac, and charge, via a USB to Lightning cable.
Further, I wonder if such headphones would have a female Lightning port on them, rather than male, so they could pair to a Mac via Lightning like the keyboard, trackpad, and mouse do. The solution for pairing on iPhone and iPad may be a cable with male Lightning ports on both ends.
Either way, I think pairing to a device over a cabled connection is far more elegant than doing it via Bluetooth settings.