I wear headphones without listening anything when I am out approaching for the following reasons:

  1. When you approach a woman and take off your headphones, you are symbolically showing that you are taking time off of your day to talk to her. It shows that you weren't planning to approach her, and thus the approach looks more organic and less like you have an agenda.

  2. Wearing headphones is peacocking. It shows you are into music or podcasts. You can even say something like "Hey I was listening to my music when I saw you and I had to say you are really cute..."

  3. Wearing headphones makes you talk louder. When you can't hear what you are saying you naturally talk louder. Talking louder is important in the approach, as it makes you more bold and alpha.

These are just three ways wearing headphones improves your game. Feel free to try it out.