Hello machado22,
Thank you for participating in the Apple Support Communities! We see that you're wondering if the Apple Lightning to 3.5mm Headphone Jack Adapter would allow you to listen to lossless audio on your iPhone.
This adapter would support lossless audio using wired headphones as mentioned under the "Frequently asked questions about lossless" section in the support article below:
About lossless audio in Apple Music - Apple Support
Yes. The Lightning to 3.5 mm Headphone Jack Adapter is designed to transmit audio from the iPhone’s Lightning connector. It contains a digital-to-analog converter that supports up to 24-bit/48 kHz lossless audio."
Take care.