You don't have to, you can do it. And who said anything about buying it on your own dime? It depends on the company but I'm fairly sure any of the big companies with such open offices will provide them to you for free upon request.

I would say the benefits of getting your work done vs having complete and entire silence are not so easy to summarize. A lot of people in this thread seem to assume that an open space office is super noisy full of people talking where in my (very limited, I admit) experience there's hardly any noise other than the sound of people hammering on keyboards (and the AC). There are occasional conversations but those last a few seconds because, as I already said, if they were longer, people would move out of the way.

Maybe it depends on the company, people and office.