I actually have two, a Sansa Clip + and a Sony NW-A45. I use the Clip+ when I'm working around the house or exercising outdoors, since it's tiny and easy to manage. In that scenario, I don't want to put my phone at risk. I've had it a long time, and it's a great little player.
I bought the Sony much more recently, and find myself using it more than I thought I would. I make a conscious effort not to be a slave to my phone, but when I'm playing music on the phone, it's easy to get distracted by a text, or news, or whatever, and then down the rabbit hole I go... instead of focusing on what I set out to. The DAP lets me keep my phone in its place (and save the battery for when I need it). It also runs the harder to drive IEMs I own (Mee PX and Kef M100s) noticeably better than my phone, and in a smaller form factor.
I find those uses valuable enough to be worth the $150 I spent, but it's a luxury for sure not a need. You could absolutely accomplish those goals by other means. In fact, if I had found the Earstudio ES100 before I bought the Sony, I probably would have just gone with it as a cheaper middle ground.