The role of sulphur
While folklore says the Romans used sulphur in winemaking, its recorded usage dates back to the 13th century.
Sulphur dioxide (SO2) can be used at various points in the winemaking process, and results in sulphites left in the bottle. Its use is to help preserve the wine so that it’s still fresh when you open it.
The overall trend in the last 50 years has been for sulphur to be used less and less. ‘No sulphur’ or 'low sulphur’ wines are on the up, mirroring the rise of the natural wine movement, over the last couple of decades.
Some people are highly sensitive to sulphites, and therefore might want to look out for low sulphur wine. And in some extreme circumstances, there are allergic reactions to them. Sulphur is present in lots of food we eat, like dried fruit and bacon too.
As with anything personal preference plays most at hand here. Likewise there are good wines and bad wines that contain sulphur, and good wines and bad wines that don’t. Not containing sulphur is not an indication of a good wine any more than the label is.
A final note: sulphur has on many occasions been linked as the cause of hangovers. I’ve searched high and wide for any level of academic text that draws a link and can’t find one, but if you have one, please do share it.