curious, you got any citations for this claim?
The articles below discuss both volume and duration. It's also worth checking out the OSHA guidelines which pretty cleanly show the relationship between duration and volume. (ie, "safer" volumes still cause damage with enough duration.)
https://health.clevelandclinic.org/how-to-rock-out-with-ear-...
https://healthcare.utah.edu/healthfeed/2024/01/listen-headph...
https://www.cnet.com/health/wearing-headphones-right-now-fol...
I am very lucky to live in a city/country where risks of theft from my person is low - when I lived for 20 years in London I never once felt unsafe listening to music.
The closest was two young men got very close to me on the tube, when I was playing on my brand new Hong Kong imported PSP - but I just took my headphones off. I think they were just interested as most people hadn't seem one in the flesh yet.
I can't say I know of anyone personally who suffered theft or accident caused by them listening to music on headphones.
When I cycled a lot, I had a small speaker strapped to my handlebars rather than wearing headphones, as I liked being able to hear cars around me - but when I was younger I regularly cycled in headphones, and was still able to hear enough of the road around me to not feel that I was missing anything.
Remember, we don't make drivers drive around with no music and their windows open, so that they are better able to hear cyclists...
As far as assailants, a skilled ninja wouldn't be detected even if their target weren't wearing headphones...
Must be terrifying.