>I can appreciate individuals who don't have the capacity to swap context throughout the day, but only when they can be mature enough to explain themselves to me like an adult...
But even that is a context switch, and context switching is expensive. Your 30 second interruption results in 15 minutes of lost productivity (these are just made up numbers). A passive signal that you are not to be disturbed at this time sends the same message without the context switch or, more important, the need to switch back into the work.
For me, there's no workplace behavior more obnoxious than someone walking up to my desk and blabbing on about something while I'm in the middle of a critical section of code or on the verge of a breakthrough (these are the cases when I'm usually wearing headphones). Headphones, at the very least, signal that you should get my attention before speaking, and that I'll be with you in a moment because I can't afford an immediate context switch for your "problem."
Edit: Spelling