Bones only make a difference to flavour when you're roasting. Grilling and pan frying are way too fast as cooking methods to enable the marrow to impart any more flavour to the meat.
You also lose some of the tissue when you cut it from the bone before cooking it, even grilling or pan-frying. Even if you cut it away cleanly, that's extra surface area of the meat to burn during cooking. And personally, I eat, and enjoy, the fat on a ribeye.
I always order bone-in ribeye whenever it's available where I'm eating.