Because the AD700's are headphones i.e. they don't have an in-built microphone. With the mixamp you'll get a Y splitter cable so you can plug in a PC headset or a separate set of cans and mics.
If you want a headset to go with the mixamp (apart from a40's) you could try the Sennheiser PC350's (closed, better for LAN) or PC360's (open, better sound quality (supposedly) leaks a bit of noise too). Both of these are fairly expensive though but you get what you pay for.
4.9 years ago