Saying you can leave a 3.5-to-lightning adapter attached to your headphones assumes that all of your other devices can do audio over lightning also. Realistically, it seems like you'd add or remove the dongle based on what devices you're attaching to, so you probably wouldn't want to actually leave it attached to your headphones.
That was my thinking as well. I honestly hated the lack of headphone jack.
After getting an iPhone XS from work - replacing my iPhone 5 - I found that I would actually just leave the adapter on my headset. If I ever used the headset for anything else I would take it off but immediately replug it after being done.
My conclusion is that it's been waaaaay less of an issue that I honestly expected it to be.
The dongle is small enough to leave attached to your headphones and costs $9. It would be wasteful to include one with the phone, as most would be unused. Clearly you'd prefer a built-in jack, but you have a cheapish option to add this ability.
https://www.apple.com/shop/product/MMX62AM/A/lightning-to-35...