Because that small audio jack converter cannot drive my wired headphones, so now it's not a small dongle but another smartphone-sized gadget with usually another rechargeable battery, and at that point I might as well use my laptop as portable music player.

And if you ever held e.g. Apple's adapter in your hand you'll know how incredibly flimsy its cable is, and how such adapters easily act as levers to mechanically strain the USB-C port. There's a reason headphone jacks are robust - they were actually designed for use with audio devices in mind.