Is audio signal passing through headphone differential?
Headphones aren't particularly susceptible to induced noise, when compared with audio amplifier inputs.

An audio amplifier may have an input impedance of many kilohms.  Headphones are typically around 32 ohms.

If a nearby signal induces a small imbalanced current into the signal cable, then that can produce a significant voltage across the input of a high impedance amplifier (V = IR).  Whereas to a 32 ohm headphone speaker, the current is too trivial to be heard.