For iPod users, that is entirely reasonable (since they are basically required to have headphones handy to use the device at all), and that is exactly what we did.

For iPhone users, who never took their headphones out of the box, or lost them months ago, or simply left them at home today... it's less reasonable.

The fact is, most iPhone users don't have their headphones with them most of the time. That means the vast majority of launches of the Radio app would go straight to the "Please plug in your headphones" screen, at which point the user would be frustrated because they don't have headphones to plug in.

Whether it's worth it to include a feature that would result in frustration for many users, but yield utility for some users, is always a tough call. It's not black and white.