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Starts getting really expensive when you find them in the washing machine...
No-one is going to notice your fashionable pink accents on the headphones on the trainer, and sound quality isn't all that noticeable when you're doing intervals, you just need volume to drown out the sound of the fans, pain and tears.
I have a pair of Aeropex for the trainer and wearing on the bike. Very salty sweater, so the fact that you can just rinse them under the tap is super.
Alas, the Sennheiser's are over ear and I sweat like a very sweaty person on the trainer. They'd be destroyed pretty quickly. But, I appreciate where you're coming from. Good causes don't miss out either.