Music - it predates the written word. A God Box of all the music ever recorded would take up maybe 60,000 CDs. We don't really know why we like it except for the fact that it makes temporary structures in our minds that are pleasing. And, recently, a lot of people are questioning the environmental impact of music services such as iTunes that do this kind of thing on a big level.
At the human body level, music is a lot like any other consumable. It doesn't get clamped on to your arm or leg; you listen, then it's gone. It's not like an artificial limb, more like a candy bar, where you chow down and throw away the wrapper. And these wrappers are the problem.
One of these wrappers is called the CD-ROM, and iTunes sells the equivalent of 416,000 of these per day. Now, I haven't done the math on the Shuffle, but it seems like having a few a these Shuffle things around is going to be a lot better then having 416,000 CDs a day being produced. If you absolutely need the get the CD, music vendors like Green Amoeba can sweeten the deal by taking your eWaste when you make a purchase, but this seems like a slightly inferior business model. Again, no math on this one, but having the semi-permanent Shuffle with the virtual mp3 songs seems better than having the semi-permanent CD-ROM player with the semi-permanent CDs.