I think that its a combination of factors:
1) People who come here generally have no idea how many different options there are out there, and what an incredibly wide price range there is and therefore underestimate the intricacy of such a (seemingly) simple question.
2) People don't understand just how active this forum is. Someone who just stumbles across Head-fi by searching for "the best headphones" or something similar will probably come here and just search for their question without realizing that there are hundreds of similar threads created every year. How could something as silly as headphones have an active forum anyway?
3) Those people who do come here through a search will probably be looking for a bunch of nice, short answers from various sources so they can confidently buy the best product. With this is mind, who would want to spend hours learning about headphone terminology, amps, different models with confusing names (RS-1, DT-990, HD-600, etc.) by reading reviews when they could simply ask the question they want answered and move on to other sources?
4) People are great wafflers. I know I fall into this category even now, although less than before. People who do come here and make an effort to search the forums and do research on their own, searching for similar questions to their own, etc. may choose a few phones they are interested in, but may find it hard to make a decision about what is best for their own personal situation, especially if they haven't heard it before, and even more if they are brand new and haven't heard anything else to use as a reference point.
Especially in a struggling economy, it is scary for most people to spend as much money as the people here do on a luxury like expensive headphones.
5) They self-perpetuate. The more "help me" threads there are, the more comfortable other people will feel in posting their own as it would appear to be an accepted practice.
So there you have it, a few of the reasons why I think there are so many "help me" threads here on Head-fi.