First I thought the same thing. And it lastet a while--some hours--till I got used to them but now I can't live without.
They even help me when I want to sleep in a hotel that is not... let's say: completely quiet. I can have them on all night long listening to ambient sound while sleeping safely, calm and deep. With the right sound it's healing
They shield almost all external noise. A complete new feeling. The iPhone's alarm clock will wake me up smoothly then through the headset.
And I got rid of all noise in airplanes, trains, subways and on the streets. Outstanding! Never thought that there are that many advantages.