Headphones are very useful for isolating individual sounds and detecting any anomalies, either in noise or glitches etc..Reason being is that the environment (room) will soak up most of the high and low end frequencies so a mix will sound good, but on phones there might be some high frequency noise or low frequency rumbles.
Monitors are excellent for mixing as they provide amuch better stereo representation than headphones. Try an experiment, do a mix with only the cans then play it thorugh your stereo, you will hear snares that are too high in gain or eq, kicks that will sound overwhelming, or hats that seemed central being off to one side etc...
I always use cans to detect anomalies and monitors to create a good stereo image.