For me speakers aren't really comparable to headphones outside of the fact they both produce sound. I am either in the mood of one or the other. I find the intimate sound of headphones can be very comforting. It's a complete different listening experience, imo.

Others have mentioned space constraints, but it's also the seating position factor. Usually, with speaker set ups (especially higher end ones), outside of a very small "sweet spot" it doesn't sound nearly as good. Headphones don't have that issue.

Lastly, most decent headphones are full range and the bass extends to 20hz, especially with planars. Speakers? Need a sub or really big towers to get that subbass extension and desk set ups like mine have nowhere for a sub and towers aren't designed for desks. My 6 inch bookshelfs do a pretty good job but definitely roll off in the bass, even eq'd. For that full bass extension at my desk headphones are the only solution.

So, in my experience, there are both practical and preference reasons to get headphones over speakers.

Just placed an order. This is almost certainly a price mistake so I fully expect it to be cancelled, but it's a killer deal if it actually ships.