Ha, well ask nokia why they still give the phones 2.5mm adaptors. All the new phones (non N series) have them.
My decent 3.5mms have recently died, and since my phone is 2.5mm....
I dont want an adaptor because they are always way too big, as they have to cover the 3.5mm plug, and they often cause problems. For example, most of the ones Ive had before make crackles when they turn in the slot.
And an adaptor is just something extra to carry around.
Im being fussy I know, but Ive tried a few before and they dont work out for me.
In the end I went for these:
Amazon.co.uk: Sennheiser CX300 - 2.5mm Mobile Music Earphones: Electronics & Photo
Way more than I wanted to pay, but as the next phone I get will use them as well (6220 classic or 6210 navigator) its a bit of an investment. And as its got adaptors, its got a fairly good chance of being comfortable.
Its annoying though, the exact same version of those in 3.5mm is a fiver less.