Having headphones on while talking used to make people think you are rude. This is obviously changing after AirPods Pro hit the market. Now I see people do that in shops all the time, and nobody would raise their voice to be heard.

https://www.wsj.com/articles/apple-studying-potential-of-airpods-as-health-device-11634122800?mc_cid=fd84a1ecc3&mc_eid=72ea021bc6