Not having to deal with room acoustics, not bothering others, it can be more immersive with headphones, hearing music in a different way, easy to change headphone if you're in the mood for a particular sound signature/ tuning, they take up a lot less space, personal preference etc.

There is no "x is better than y", it depends. If I want physical impact and a wider soundstage I listen to speakers. Most of the time I just enjoy headphones.