The role of an audio power amplifier (be it a traditional hi-fi amplifier, the embedded amplifier in powered loudspeakers, or the small amplifier that drives the headphones of your smartphone) is to provide the electrical power to physically move the speakers (not all of them are properly loudspeakers, but for simplicity I'll just say speakers). Radio waves are not very efficient at transmitting a large amount of power, and that's why you have to use cables to connect a power amplifier to its speakers.
If you wish to actuate the speakers wirelessly, you need to put an amplifier closer to them and transmit a low energy signal to that amplifier. This transmission doesn't have to be digital, in fact that's what AM or FM radio has been doing for decades.
But it can be digital, and that's indeed the case with bluetooth. The useful information carried for music playback by a bluetooth connection is pretty similar (conceptually) to the content of an MP3 or WAV file you may find in your computer or smartphone. So it's up to the bluetooth receiver device to decode and amplify that signal in order to play back the music.
In summary, whatever the setup, the loudspeaker and the power amplifier that is driving it are always within a relatively short distance and cable connected.