People that choose audiophile headphones are people who want to take their listening environment to the highest level or as close as possible to the original artist performance. These same people use high fidelity components to try and attain these goals. The majority are music lovers who are passionate about high quality music reproduction.
Why do you want to choose audiophile headphones? Simply, if you want to have a set of audiophile grade speakers in your room you will have to spend a much larger amount then with a pair of headphones.
If you have the same high expectation of the quality of the music that you wish to listen to then it does make sense investing in a pair of good quality headphones is an excellent way to take a step into the world of high end Hi Fi. Some audiophile headphones may seem expensive, but with headphones you can experience high end audio for dramatically less price than if you were to purchase equivalent Hi-Fi equipment.