Just tell him it is annoying, half-jokes work wonders for this kind of stuff: hey, you should watch out for this guy, he will drive you insane with his headphone assault, as if he was testing a mic or something.

I worked with this great guy once but he had this tendency to fart from time to time, until during lunch with the team, I just said, jesus, I'm going to install a fart detector under every chair to see who is the sucker farting all the time and then just call him out loudly. Not going to say that it worked 100% but, it was like a 90% improvement, plus we all had a big laugh every time we hit the topic.