It's kind of like asking why anyone would buy a high definition TV. You can make out the TV just fine with standard definition, so there's no "need" to shell out more money to get a higher definition.
Personally, I need headphones that put out clear sound at a high volume without distortion. I don't even like any earbuds because they can't do either of those things. They almost always either lack in the bass end or overcompensate, with an annoying peak in the high range. It ends up sounding like you're listening through a hole in the wall. Then if you turn them up too much, the sound hurts your eardrums far before that volume would from a headset. But even $20 headphones crack and hiss and blare bass at high volumes when ran through a proper amp.