Headphones work because of the
proximity effect. That page talks about microphones as opposed to headphones, though seeing as they are essentially the same thing, the only thing to change would be:
"The result is that the frequency response of the microphone changes; specifically, it increases at the low frequency (bass) end, as the audio source is brought close to the microphone. This is the proximity effect as it pertains to audio."
to
"The result is that the frequency response of the ear drum changes; specifically, it increases at the low frequency (bass) end, as the audio source is brought close to the ear drum. This is the proximity effect as it pertains to audio."
Obviously if you read the entire article, it explains the physics behind this. (amplitude, frequencies, distance, air pressure, phase etc etc)
The fact of the matter is, I can barely hear myself when playing next to my amp, either at a gig or in practice. However, moving further away from my amp means I can hear myself.
This is not a phase issue. If it was to do with boundaries, I wouldn't be able to hear myself at any point in the room.