I'm one of those people - I find any "in-ear" headphone/earbud to be outrageously uncomfortable.
Great news - there are a TON of alternatives! You're still an asshat if you play loud music without regard for your surroundings.
My personal pick? Get a bone conduction headset (ex: Shokz or cheaper alternative). Comfortable, lightweight, waterproof, you can still hear your surroundings.