This is a more controversial question than you might expect. For a certain subset of vinyl fans, myself among them, it makes at least a psychological difference that the sound of an old record (or a new one created with older methods) has never been digitized. In theory, for the pure analog reproduction of sound, a physical soundwave vibrates a physical needle, creating a physical groove in a master record. When you play a duplicate of that record, a reproduced physical groove vibrates a new physical needle, thus creating a new physical soundwave with most of the full richness of the original one intact.
When a sound is digitized, however, at any point along the process (including that final Bluetooth interface between your turntable and your speakers), what happens is that the soundwave is measured, turned into data points, and then reconstructed --or rather, simulated --by a computerized process. For an analog purist, this ruins the continuity between the original sound wave and the final one (as well as loses any information hiding between the datapoints). On the other hand, however, audio experts tell us that there's no humanly possible way to tell the difference between real analog and a properly digitized, high-fidelity reproduction. (You can, however, hear audible digital artifacts and sound quality loss in low-fidelity or poorly digitized sound, or sound that has been repeatedly converted from digital to analog and then back again.) According to the dominant consensus, what we call "the analog sound" is just a mixture of scratches, static and other characteristic imperfections/idiosyncrasies of older equipment.
To make a long story short, if it does matter to you that your sound never be digitized at any point on its journey, go ahead and plug in those analog speakers directly (like I do). But you'll be viewed as a self-deluding crank by most audio experts. (It's also worth noting that nearly all recording in the modern era --with a few notable exceptions --is digital, even if released on vinyl, so it's never pure analog in that case, no matter what you do).
EDIT: Updated based the comment and the excellent supplemental answer from @n00dles.
If you are streaming a non-digital signal via Bluetooth, it first has to be converted to digital which is done by the transmitter itself. Since that is optimized for speed, not fidelity, you might indeed get a drop in sound quality compared to a pure analog signal, and even worse, some artifacts if the analog signal was every digitized along the way (in other words, if it has gone back and forth from analog to digital multiple times). So skip the Bluetooth for your turntable if you really care about the fidelity.