As someone who owns a digital audio player I can give some reasons:
- Since most phones don't come with headphone jacks anymore, it's nice to have a device you can just plug your wired headphones into. It also means headphone jack inclusion is no longer a factor when choosing a smartphone.
- Better audio quality depending on the DAC inside the device.
- Expandable storage. Most DAPs let you insert one, some even two micro sd cards. No need to stream anything, plus you have space for lossless files.
- No need to worry about data/wifi, your music is always there ready to listen offline.
- Some DAPs are really small (Shanling M0 for example), making them more portable than a phone for a lot of use cases.
- More headphone compatibility. A lot of higher end DAPs support more than a 3.5 mm jack. The Fiio m11 plus for example has a 4.4 and 2.5 balanced output jacks in addition to the standard 3.5 mm.
- Higher power amps to power hungry headphones. A smartphone can't power say a pair of Sennheiser HD 600s, a DAP can because it comes with a preamp (not all though, depends on the specs).
- Dedicated physical buttons. A touchscreen will never compare to controlling playback with physical buttons.
Though I will say, even as someone who owns one, unless you're really into carrying your music library with you it's generally not worth it. But they are nifty little gadgets and new ones come out every year to innovate the space.
It's similar to an e-reader as others pointed out. Sure, you can read on a phone/tablet as well but it's nice to have a device that's purpose built for one thing and does it really well. The same applies to a digital audio player. Yeah you can (and most people are fine with) play music on your smartphone, but a dedicated device does add some nice QoL to the experience.
I watched it for the first time last year without knowing anything about it and, as someone who loves to nerd out about anything linguistics related (am translator, for context), I cannot describe how gleeful I was that such subjects had center focus in a big blockbuster like that. Obviously the other aspects of the movie were amazing as well and the story got me very emotional by the end, but I will never shut up about how interesting and important that translation/communication aspect of the movie was.