in-ear headphones typically use thin wire. there are a multitude of reasons for this such as it being cheaper, the headphones not requiring a heavier wire and weight of heavier wire making it easier for the plugs to slip out of your ears.
i just buy $9.99 gummy brand headphones and replace them once in awhile. they get gunked up anyways.
if you want thick cables go with a behind the head or over the ear clip style headphones. they stay on better than over the ear or in ear models. the ones which have a clip that goes on top and behind your ear have a design similar to earbuds but with a few flaws eliminated.