But, if you think about it, there will be loads of third party options available too.
For this to be true, Apple has to license the proprietary connection to those third parties. Remember how quickly Lightning-based accessories came to market when Lightning first hit? Delays for months for most everything... except anything Lightning Apple provided themselves. The excuse was waiting on Apple approvals. Meanwhile, if you needed anything Lightning during that time, you bought it from Apple.
Remember even cheap Lightning cables from China (not "blessed" by Apple). Remember:
...making those non-Apple (cheaper-than-Apple's) cables useless?
Expect no different here. Yes, there will be adapters but they'll have to be approved by Apple. At first there will probably be adapters ONLY from Apple at Apple pricing. Quickly they'll be some Asian unapproved adapters that will probably yield the same kind of message shown above on our iDevices. Later, there will be some "approved by Apple" adapters from third parties that are still priced "up there" because Apple has to be paid for the license to a proprietary jack.
In the period between launch and endorsed third party alternatives, pay up by either buying Lightning-terminated headphones to replace the ones you already own or for the 3.5mm adapter at probably $29.95-$49.95.
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You could have said all those things about chargers with 30 pin cables. We survived.
Completely different. 30-pin chargers were shipped free with the iDevices. And they were only for iDevice charging.
3.5mm jack is like (but even more ubiquitous than) USB. Unplug your headphones from your iPhone and plug them into ANYTHING else (that plays audio) made by ANYONE else without needing an adapter. One set of good headphones can cover all kinds of personal audio needs without needing anything extra.
If this was another company's maneuver, we'd be collectively ripping them... tossing phrases like "who wants an ugly adapter hanging out of their phone?" and "who wants to have to worry about carrying around an adapter so we can keep doing what we're already able to do because the 'adapter' is INSIDE the phone?" Etc. But this is a rumored Apple change, spun enough times that the most faithful are starting to believe... and thus the need to rationalize it to the "dummies" who can't just see anything Apple wants to do as always the best, right and ONLY way forward.