The convenience factor is undeniable. In photography they say the best camera is the one you have with you. Same applies to audio. When I’m lying in bed the HD800 and R-28 amp in the study aren’t going to help me.
That said, it takes a very good dap and IEM to approach the quality of a high-end desktop setup, and even then it doesn’t quite go all the way. Even the venerable Andromedas are outdone by the HD800 when it comes to space and air and pure resolution. However, just as headphones have benefits over speakers (clarity, precision, isolation, price), so IEMs have some benefits over headphones (much easier to drive, better bass with a good seal, more convenient and immediate).
I don’t think it’s a case of either-or, you can enjoy both equally in different situations. Just don’t expect high-end desktop sound for $200 and you’ll be fine.