Here is to you, Mr. AirBud Concept Designer.

"So you made a very expensive pair of audio ear devices that sound good, are wireless but can be lost easily?" "Yes, and provided we only sell them by the pair, we got us ourselves a mint." "You are an evil genius. Expect big juicy bonus at the end of the year." 

Seen at my local gym.

I like the wireless comfort, but I know me, and I know (and probably most shooters know) that if the thing is not tied and anchored, it is going to be lost soon enough.  So far, I have managed not to lose these after 3 years and they sound pretty decent.