I don't wear them, and I don't miss anything that I would if I actually wore
the phones. There is no difference in the three tones, etc whether a speaker,
or headphones. Ditto for pinpointing.. I can hear that tone fine.. Even the
ground hummmm...
Probably depends on a persons ears more than anything. Myself, I can
constantly hear the jet whine humming of the 250 itself while I'm detecting.
The audio coming from my headphone speakers is deafening in comparison
to that noise.
And the audio from my phones speakers is quiet compared to the actual
ace 250 speaker.. It's so loud it would wake the whole neighborhood.

Anyway, there is no advantage to phones unless you have a hearing problem
and can't hear the speaker. At least to me anyway...
My speaker is a tiny ear bud headphone, but I never actually wear it. It stays
clipped to my arm band. Even that tiny speaker I can hear many feet away.