There have been experiments where cyclists with music on headphones were more likely to hear a signal than drivers behind closed windows, without music and wit

There have been experiments where cyclists with music on headphones were more likely to hear a signal than drivers behind closed windows, without music and with the engine off. Certainly depends a lot on headphone model and volume setting, but it doesn't have to be a safety issue (unless your expectations are so high that you consider closed windows an issue as well)