For me, Focker and Roma101 described my point very well. The fact that it is a 349 dollar headphone, aiming for dj's (who work in different clubs on different locations, is a good reason to include a bag or case, right? Well, i'm not a dj, but I practise law, so I don't see myself walking in court with these headphones wearing around my neck. The alternative is to put them in my bag without protection. I don't think that's a good idea since it will be in the same bag with some very heavy books. Even though the Amperior is very well built, I think it will be damaged without any protection.
For me, the solution is this: http://www.aliexpress.com/item/headphone-case-pouch-carry-case-for-Sennheiser-HD25-HD25-1-HD25SP-HD25-SP-Headphones/598141048.html . It's a hard shell case and will be fine for me, I guess.