Mac Sounds are greyed off when headphones plugged in
When you are using a digital out device, the Mac simply passes the digital signal to the receiving device where the settings should be adjusted, this is the correct behavior. Unless your Mac is mistaking the headphones as a digital device when they are really analog, then this isn't a Mac issue. To determine if it is a Mac issue I'd try plugging in another analog audio source (different pair of headphones) to see if the problem is repeatable, otherwise it could be something with the headphones (or even the headphone cable).