Because wired headphones would never go away and as a result Bluetooth headphones would take much longer to come down to an affordable price point. The pace of innovation would slow. Without constant innovation everything becomes commoditized and Apple wouldn’t be able to sustain fat margins.
Don’t think of dongles as a permanent solution. Think of them as a rickety bridge to the future. Once cross you the bridge (i.e., buy yourself some good Bluetooth headphones) you don’t need the bridge anymore.