For me, loudspeakers are just more natural.  Headphones sometimes sound great, but are still unnatural sounding to me.  I've always guessed that it's 'cause I can see that I'm in a room, so my brain "expects" the room to filter the sound.  Maybe people that love headphones are less sensitive to this than me, or maybe they close their eyes.

And earbuds are even more unattractive to me.  They don't sound right and they don't feel right.  But my kids love 'em.  So maybe it's kind of a generational thing, I dunno.