From the first headphones that required a wired connection to current headphones, such as AirPods, that are sans wire, it has undoubtedly become more convenient to privately listen to music without worrying about how far you can be from your device or working around a cord. However, headphones feed information directly to the brain and are placed very close to it, so it is only natural to wonder if they might negatively affect your head.
Hope she removed them after making the video!