Yes, the audio cable works as an antenna. It also works with portable, wired, speakers.
No one listens to music while walking the dog or jogging, or have they all switched to bluetooth? Headphones are very popular with commuters who crave a reason not to strike up conversations with random travellers!
I must buy one of those gamer headsets that cover your ears. I find bud-style earphones annoying as they inevitably fall out when the wearer inadvertently yanks at the cord.