I always leave the dongle on in-ear headphones, that way I never forget them. Sure, the problem still exists for listening in a new environment (a friend's car, as someone here gave as example), but not with your own headphones.
(mind you, I do not listen with in-ear headphones when I actually want to enjoy music, but they sure are a lot easier to bring with me than my "real headphones")
Edit, as a bonus, as I almost always have my in-ears with me, is that I most often also have access to the dongle while in new environments as well.