The movement of air by a speaker is not felt the same way as headphones. Your skin is responsible for picking up some frequencies. For this reason, most gigs have massive subwoofers and line array speaker stacks instead of a plethora of headphones :-)

I am a bass player and I sometimes have to use in-ear-monitoring to stop going deaf, and it isn't the same as hearing the sound from the speaker, particularly if you are counting on the response of the amplifier + speaker combination for sound. Try telling an electric guitarist to use headphones - half of the sound they get is from the combination of amplifier and speaker and the interaction between the two (amplifier sag, speaker cabinet resonance, angle of speakers etc.)

The same reason people prefer comfortable cars to bicycles (I commute by cycle myself).

Headphones are alternative solution to receive the sound with a pile of sacrifices, with the only advantage - not disturbing neigbhours. That is not a lie, you can feel the sound.

I actually understand your point of view, but I have a strong belief it is culture influenced (see side story).

If you want to save up, go for paper-thin walls. Some, like me, would rather pay extra for the comfort.

Side story: I spent my childhood in late soviet constructed building. These had impressively thick walls inbetween rooms and flats. Sadly not sound insulated, but by a degree better of what I have seen in UK so far.

Being a music lover, I would listen to a high quality (even had some of the rare DVD-Audio disks) on East EU-acceptable/West EU-loud volume every evening.

In a contrast, last five years I have been living in UK. Fully detached houses are heavily rare, people love to save money and go for semi-detached houses with thin walls. Being polite, the best I can hope for is watch movies with just enough volume to recognise the speech. In my hometown, I could get close to cinema (sound wise) experience without stepping out of home.

You would ask why I do not watch movies in headphones?

1. As mentioned earlier, low frequency soundwaves are received by the body, not ears.

2. That would be an awkward experienced watching a movie with (girl)friends, everyone wearing headphones.

3. Comfort of not having a piece of technology attached to your body.

4. I was exposed to a greater quality sound already.

England would be a hell, if everyone had loud speakers and used them at night. So, I am thankful and respectful to english-men prefering headphones.

Why not use a bicycle instead of a car? Headphones are a substitute for speakers in the same way a snorkel is a substitute for a submarine, or a spoon for an industrial mixer.