Although it seems like bluetooth _should_ be shut off by devices when not in use, I doubt most devices actually do that.
I've seen that in airports and malls, more than 90% of the advertisements around are iPhones (Android doesn't do BtLe advertisement) and Windows computers (from the shops and stores). A small minority are beacons and wearables (iWatch, Fitbit, etc.) In libraries sometimes I can see Macbooks, but they all are non-hibernating.
If you left the MacBook connected to the power supply and it is a 2016 model or later then it likely isn't really hibernating, even with the lid closed. By default, most of them remain active when connected to power.
However, you can disable the Bluetooth connection. Go to System Preferences > Bluetooth > Advanced Button and deselect "Allow Bluetooth devices to wake this computer."
I wonder who does the advertisements here. In BtLe the standard is to have the Peripheral (i.e: the headphones) doing proximity advertising and the Central doing the scanning. But, in principle, anything is possible.