Anecdotally, this seems much more common among women than men.

In my office, I’ll see 10 young women with full-time headphones for every man doing it. And just glancing around the train car I’m currently on, women with headphones are definitely outnumbering men with headphones.

Side note, the Apple Classical app has great playlists for all sorts of verbal-free music that are pretty tenuously categorized as classical. You won’t see them on the regular Apple Music app.

Fwiw, on the train it may be an attempt to signal “I’m not available to be approached and hit on. I just want to commute in peace”.