Headphones

I am a basic user, I only use headphones to listen to music and watch movies, I have bought wireless headphones up to 30 euros (I know they are very cheap) the problem is that all the headphones hurt me, the headband headphones are very uncomfortable for me, I have bought many wireless headphones but for some reason they all sound very bad for me, I have a sony MDR-E9LP headphones and they are fantastic for me, they sound very good, but I bought the xiaomi bus 4 lite and I have the feeling that they sound worse than the sony headphones of 5 euros, in addition, the xiaomi have a delay in the audio and it is impossible to play or watch movies, is it just my feeling or the MDR-E9LP sound better?