Wireless mechanical keyboards are convenient, but you're tied to a battery. If it stops, so do you. Older models had terrible battery life, but newer models in the last few years can last months or years on a set of batteries. Some are even rechargeable, meaning no buying extra batteries.
If you want an RGB-lighted wireless keyboard, expect your battery to drain quickly. The lights will significantly reduce your battery life. This and latency are why gamers prefer a wired setup.