I almost exclusively use FB on my phone. Anecdotally, I see similar behavior from most of my friends. Yes, many people have headphones for their phones. But my guess is that they are not plugged in most of the time people use their phone, and they're unlikely to plug them in for a brief video.
Most people? Hardly. Of the minority of people that have headsets, a minority thereof are willing to pull them out of their bag to listen to some advertisements.