I don't understand do you think they're listening to music or something?
Having a headset on doesn't stop you hearing noises in a cockpit. How did you think all the other verbal alarms and callouts worked if they can't hear anything?
If the deliberate clack of the trim wheel also goes into the headphones then why are we having a discussion about whether headphones stopped them hearing the deliberate clack of the trimwheel?
Noise cancelling headphones would still let you something clicking right in front of you. In fact, open-back noise cancelling headphones would be better to wear than something that just muffles the noise if you need to hear your environment but just want to cut out the hum of the engines.
I'd imagine that that would be less common (or at least, they would use headphones with a lesser effect) with commercial jets. They're far enough from the engines that the noise should be pretty tollerable.
Having a headset on doesn't stop you hearing noises in a cockpit. How did you think all the other verbal alarms and callouts worked if they can't hear anything?