DICE games have some of the best sound design in gaming, so it is a waste to listen to them with TV speakers. A good pair of headphones can go a long way to improving your immersion in Battlefield 1, with a bonus of improving your gameplay with spatial recognition.
These are not gaming headphones, but a lot of times gaming headphones are overpriced marketing ploys. The Sony MDR7506 are great sounding headphones by any standard, and will make your music, movies and games sound better. These Sonys offer accurate sound reproduction, meaning you are hearing Battlefield 1 as DICE intended.
One thing to note, the MDR7506 does not have a microphone. If you would like to party chat with your Battlefield teammates, you will need an adapter that turns the dual port on your Xbox or PS4 controller into two separate inputs, like the one below. This will allow you to plug any mic into your controller for voice chat.