The use of headphones is highly advisable but obviously not enforceable as its a personal decision whether or not you want to use them. It can be seen as anti social by many around you when not using them for the obvious reason it can annoy and irritate those around you who are plagued by the noises given off by the user without headphones ,because then every one else hears it too and it must be loud if people wearing headphones are hearing it .So please have a bit of consideration for others around you when not using headphones .
The Main reason they should be worn is that without them ,unless your hearing is 100% fully accurate you can and almost certainly will without a shadow of doubt miss the very quiet whisper signals that without headphones you would almost certainly miss, and even with 100% accurate hearing, the outside noises will be blocked from interfering with your listening for signals by having headphones on, so they are extremely beneficial.
So what are you missing by not wearing them ? Well of course you will never know if you don`t use headphones. You may say "Well ,I`m finding plenty without them ". But who is to say you would not be finding more WITH THEM ?
If you own a good set of headphones finer detail of target sound can be heard where without them they will be missed and that is a fact. Noises from about you such as every day things can and will intermix with your sound coming from your speaker on your detector and can and will be masking the target sounds from your detector ,and you won`t even know your missing them because you never heard them ..
From my personal opinion its folly to not wear them but, it really is down to personal choice, but I would argue , "why put yourself at a disadvantage of finding the very things your masking by not wearing headphones " but if your happy detecting at a disadvantage please go ahead, because what your missing ,then gives me a chance to find what you missed.?