These two are interesting and, though not major brands, might be worth considering since they actually boast about their exclusion of any wireless technology.
"No Bluetooth, No WIFI, No Voice Recorder, etc. ONLY a high resolution MP3 player."
"This Oilsky A66 music player does not support functions such as Bluetooth, Voice recorder, FM Radio, etc. It's only a lossless audio player."
"M8 is a relatively pure digital audio player. It focuses on music and uses professional DSD audio decoding to effectively reproduce realistic scenes with reduced distortion, which means that it does not have functions unrelated to music and would result in sound quality. For example, the Bluetooth function. Because Bluetooth is wireless transmission, subject to the current relatively complex electromagnetic environment, transmission can be intermittent, with varying degrees of impact on sound quality, and does not allow the HiFi player to present the best possible results."