I sense sarcasm, but I'll answer anyway. A power indicator light would do the trick... But in all seriousness, your bluetooth headphones should have a sim car

I sense sarcasm, but I'll answer anyway. A power indicator light would do the trick... But in all seriousness, your bluetooth headphones should have a sim card built in and be an IoT slave to the cloud. So that when you turn them off, they send a message to Alexa, Google, and Siri, so that all of your devices can tell you "YOUR HEADPHONES ARE NOW OFF" at the same time. Like a tiny choir of angels informing you of the new state of your device. But of course, there will be one slow/older device that lags 0.3 seconds behind and says "HEADPHONES...OFF", completely out of sync with the rest, like a rebel. Damnit, toilet! Get with the times...