The headphone connector is already pressed close to breaking point in my pocket, I can't have something even bigger sticking out of the phone in a tight pocket.
It's not really clear to me what the issue is, though, since the dongle can just be treated as an extension to the headphone cable. If anything, it should be harder to break, because the headphone jack part is on a flexible cable, and the part that's attached to the phone is the fairly durable Lightning connector (whereas 3.5mm male connectors are often somewhat flimsy).