The trim wheels moving also makes a sound?
So even if the spinning trim wheels make noise, they may not have heard it.
(My google image search shows some pilots wearing two-ear headsets, some wearing one-ear headsets, some wearing two-ear headsets with side not on their ear, and some not wearing headsets. But some of those are pilots posing for photos, and presumably pilots don't let people visit the cockpit during critical stages of the flight)
Having a headset on doesn't stop you hearing noises in a cockpit. How did you think all the other verbal alarms and callouts worked if they can't hear anything?
I wear earplugs all day in a metal fabrication workshop.
The earplugs certainly don’t prevent you from hearing anything.