The biggest difference between Wi-Fi compared to Bluetooth or 2.4G is that it's the only connection type that supports network connections. Wi-Fi creates a local wireless network that can support dozens of connections at once, offering greater signal range than either Bluetooth or 2.4G (up to 50m vs a max 30m range for the latter two). Though the power usage of Wi-Fi is considerably higher, this is because it's considerably faster and has far greater bandwidth. We're talking several Gbps with Wi-Fi 7, while Bluetooth is only around 3 Mbps and 2.4G normally under 10 Mbps.
Both Bluetooth and 2.4G provide short-range data transfers, though they're inherently different in nature — Bluetooth is a wireless technology, while 2.4G is a radio frequency. Unlike Wi-Fi, neither require a router for connecting devices. Their power usage is also far lower than Wi-Fi, making them an ideal solution for connecting equipment where long battery life is important, such as with wireless headphones or peripherals like keyboard and mice.