Yes, Sony has this set up the right way, the headphones simply stop working when charging. They also have some pretty good undervoltage protection in there that keeps the batteries at a safe voltage until they are charged again.

That said: it is still body worn lithium ion tech and you should definitely be careful with them, especially if you ever suspect they may have become damaged (from dropping or impact). Be nice to your headphones. And never ever leave them hooked up to the charger once they are charged and if you can only charge to 90% or so.