Too bad you can’t charge whilst listening to those headphones! And, per the Apple Accessory Interface Spec (R25, the current one) you CANNOT do “Y” cables. Each cable must have one, and only one, connector on each end.
I guess there could be a big dongle with several cables going to it, a little Lightning hub to carry around. Plug your phone into the hub, plug a charger into the hub, and plug your headphone adapter into the hub. So I guess that would work - just at the cost of two donglish things and two additional cables to carry around...
Who listens to music, walks around, all while charging their phone? Strawman and not a very good one. Trust you to have a half-empty glass. You want to do that, buy the Airbuds. Otherwise, suck it up and do without Madonna for a while.