Hmm, I wonder how many on here wipe their phones at home before they put the receiver to their ears or other bits of commonly shared hardware both in and outdoors before they entrust the respective bodyparts to get in contact with them.
Just looking from the outside in so not sure what the issues are but it is more likely that you will succumb to your colleagues' illness after being exposed to a generous sneezing/coughing fit than by sharing a headset.
I can however understand that there are more compelling reasons why you would want your own.
FD