Impedance matching is not rocket science . Speaker builders have had a handle on it for decades. There is no reason that an ER4P to S type converter cannot be included with any headphone.
The MD player had a massive read ahead buffer, and running a motor is more power intensive than maintaining memory any day. As for an HD in the DAP who in there right mind would want one after the Microdrive fiasco. They all got replaced with CF cards.
The external connectivity simply opens up options. I carry a camera bag most of the time so a Dap with an SSD attached (depending on the size of the SSD) is no big thing. If I had to fit it into a Tux pocket that would be a different thing,
Well at least no ones mentioned inertia charging options
All good ideas, as I said, but it isn't realistic. Sure, it is possible and probably would be very popular, but it isn't going to happen anytime soon. Also impedance matching is a joke with speakers. You have 4, 8, 16 ohm speakers. Not many different designs going on in the speaker world. Most of them use the same impedance (yes, there are exceptions), most consumer grade speakers are those configurations, thus making amping, preamping, etc. pretty easy and streamlined.