They can make the phone thinner, but they are only doing that by putting more hardware (a DAC) into the headphone. It's massively duplicating one component for such a negligible advantage.
I don't think the consumer cares about such duplication (indirectly, they will, if it makes the headphones cost more, though I think that cost will go down over time).
An advantage I didn't mention in my original comment is: getting rid of cables. Personally, I hate headphone cables. They seem to always be getting tangled up when the headphones aren't in use (meaning I have to mess around untangling them before using them), and always caught on things while I'm wearing them.
It's cost vs benefit. Obviously there's differences of opinions on the costs vs benefits, but I'm of the view that the benefits of wireless outweigh the costs of charging the headphones.
An advantage I didn't mention in my original comment is: getting rid of cables. Personally, I hate headphone cables. They seem to always be getting tangled up when the headphones aren't in use (meaning I have to mess around untangling them before using them), and always caught on things while I'm wearing them.