You don't have to deal with taking your phone in and out of an armband (that's either too tight or too loose & annoyingly in your way) every time you run or workout.
 
You don't have to stuff your phone in a fanny belt that's going to (get sopping wet with sweat and) make it difficult to get to your phone when you want it.
 
You don't have to stuff your phone in your bra