Often I'm sitting at work with my headphones plugged into my computer to listen to music. I'll then see a little video or something has been sent to me by a friend on my phone. I unplug the headphones from my macbook, plug them into my phone, watch the video, then plug my headphones back into my macbook. Simple.
Can you imagine what an annoying hassle it would be to have to pair and unpair the same bluetooth headphones between two devices like that? I'd be paranoid it's not connected to the right device and suddenly I'm blasting music to the people in my office. Not even including the fact that I now have another thing I need to worry about charging.
I like my apple earbuds. They sound nice, let me control the volume and playback, and don't need to be charged.
Also, all my nice headphones are 3.5mm. I don't want to have to get new ones, and I don't want to have to carry around a stupid lightning adaptor for them.