What you seem to miss out on is the same people that leave their ear dangles in also don't offer those social queues and the ones they do offer are ambiguous. You really have no way if knowing if they're listening and responding to you or to the thing plugged in to their head.

This is not a take your hat off indoors kind of thing which would be a societal custom. This is a do I know if we are communicating and do I have your focus thing.

You seemed to have missed out on the part of showing the same level of attention that they would expect if they initiated the conversation. That's a big miss on your part because there the core issue of the over developed sense of entitlement. Because no one says, oh yeah it's fine if I have no idea if you're listening to me or not. No we all get irritated. So just do what you'd expect if the situation was reversed. That's not cultural custom specific thing. That's a society thing.