Philosophical reasons. I don't like the reductionism of headphones to a mere function. For me speakers, headphones, they are all limited in how well they can reproduce music, but they become more limited as they get smaller. For me headphones and IEMs are more the result of a desire to increase practicality of use than increasing sound quality (but more so ecology of sound reproduction, type of sound quality). I think the smaller the diaphragm gets the lesser becomes his potential for accurate and ecological reproduction of sound. For sound quality to be optimal, you need an ecological system for what you want to reproduce. You want a sound element that mimics the characteristics of instruments to be reproduced, as long as you can't have robots to play the instruments to reproduce a live or studio performance by an artist, whenever you ask for it, you need a driver that gets close to that [a robot playing of a musical instrument].
I think it's a very primitive yet fundamental/philosophical principle: to reproduce music you need to get something that's similar to the initial musical instrument that does the music in question (like I said, ideally a robot to play the song on the instrument in a perfect manner; I like to repeat)... you will get the best ecology of reproduction this way. Basically, a good start is to make a driver that's roughly the size of the instrument you want to reproduce, and ideally (though we can't do it yet) that pushes sounds, not only as a 2D screen (wave fronts), but holographically, as a punctual and tridimensional dot/point in space (wave spheres)... just like when you shake a maracas; the sound isn't directional. It depends on the instrument of course, electric guitars (amplified by an amplifier/speaker) will remain 2D as long as we don't have holographical speakers to make them 3D; differently so, an acoustic guitar strum can be heard from behind in an open space, because the resonance chamber is fairly 3D though the sound comes predominantly in the front of the player; this is actually quite close to a real enclosed-in-wood-cabinet speaker driver works...
I haven't evaluated the pluses and the minuses of things such as room aberration (and placement), having multiple drivers vs. only one, what technology to use for them (static vs. dynamic), but I know for sure that miniaturizing the diaphragms can't help the music. Yes IEMs, it's a nice way to control just about everything of a sound (by multiplying the drivers, controlling acoustics properties of the chamber like never before) and give a good render of the music, with great results and sound quality, but like every headphones and speakers, they will never "feel" like a symphonic orchestra -- as long as they aren't the size of a symphonic orchestra, the number of people playing in it, and all of their instrument... -- as long as they aren't the symphonic orchestra.
Headphones are not the size of any musical instrument to start off with, so they simply got to be more jinxed than speakers (which are roughly the size of many musical instruments) for ecological reproduction of sound; IEMs, with their ridiculously small drivers, are even more jinxed. They are a cool monitoring tool for musicians, personally I love how stealth and small they can be, how isolating, how portable, and how well adapted-to-your-ears cIEMs are.
I'm not sure which one I prefer. I don't like how intimately deep they penetrate an area of your body that is supposed to be free (to hear the environment and defend yourself from predators) and how sweaty and oily is my ears' physical reaction is, when trying to fight what they consider an invasion of a stranger body.
But one sure thing IEMs are a lot more perfect of an headphone (mini speakers) than fullsize cans, which they, it has been said, all come with their many drawbacks (so you really need to hunt hard for a pair you'll like, unlike say, cIEMs). But I like them because of their bigger drivers, and the way they look on you while wearing them. IEMs do not look as good IMO.
I don't really see the point in using cIEMs over a comfortable pair of fullsized when your sat down at home.
Sorry for getting all philosophical, I didn't reread much what I said so it has to be vague. But I'm in a tired state of mind right now, and thoughts flow a lot better than when you are rested. Having slept tonight I wouldn't have bothered formulating such complex opinions here; opinions that are probably too long to be read or worth your time anyway... I had fun writing them down, good night.