I believe we wouldn't have a tenth of the chaos we are currently experiencing if people talked to their neighbors and fellow commuters more.
With or without headphones, people aren't just chatting around on the subway all the time. I love my headphones and I also chat with my neighbours.
This is just the same argument that has been repeated since the dawn of the walkman.
50 years ago when people weren't looking at their iPhones on the bus, they were reading the newspaper or a book. Not a lot has changed.
OTOH, there are people who get sensory overstimulated more easily. Add to that a foreign place, lot of people and chaos around, and even a neurotypical individual can feel anxious.
Putting on headphones and playing Chopin is much more effective than breathing and telling yourself "everythings gonna be ok" in a loop. At least in my experience.