That's kind of OK if you're connecting to a mobile device in your pocket, but there are lots of things I use headphones with. I might be connected to my phone, I might be connected to my laptop, I might be connected to my desktop. Maybe my phone is in my pocket, maybe its on the desk, maybe its on my coffee table across the room.
My wireless headphones work all throughout the house without having to have a device physically on me. I can be listening to a call on my computer, get up and walk to the kitchen, make a snack, and walk back to my office and never miss a beat.