This is a great question and not to hijack your thread but in general headphones are notorious for creating a situation in which our guards are let down.
I lived in Brooklyn, NY for about 5 years and what I learnt from there was that situation awareness is almost important than being armed and oblivious. I have seen many women on the jug with headphones and totally oblivious to their surrounding. The element of surprise is the first step of any potential assault.
To answer your question, I have used headphones in the house so the wife can enjoy her beautiful sleep but I have always kept it low enough to hear any unwanted visitors .
[B]Future additions: DPMS 308 Mid Length, 357 Magnum, Barret MRAD .338 Lapua. Acquisition So Far: 2 Gen 3 Glock 19, 1 Gen 4 Glock 19, Daniel Defense V3 LW M4, Ruger SR1911 and a Mossberg 500 Turkey Thug.
A fear of weapons is a sign of sexual retardation and emotional inmaturity.” Sigmund Freud