Are products with Proposition 65 warnings attached to them something I should be concerned about?

The company which manufactures the headset should be able to provide you with a complete list of materials used to create them. Contact them, requesting such.

As far as being concerned, cancer and birth differences are not a laughing matter. Since this has not been brought to a Federal warning level, you must decide for yourself whether or not you want to take the risk. Of course there is risk everywhere, including the headset wires which could accidentally wrap around a person's neck.

Proposition 65 is a joke. There are so many warnings that they become meaningless.

Buy the headphones... and just don't eat them (unless you aren't planning to have any more children anyway).

I don't have any kids.

Prop 65 only applies to goods sold in California. If the warnings had any meaning you would wonder why other states don't require any such thing. Why only California? That state is famous as "the land of nuts and fruits". The fruits have taken over the streets, and the nuts have taken over the government.

Read this article to give you a little insight:
"California needs to stop saying everything causes cancer"

Here is just the beginning -
You may have heard that coffee gives you cancer. Or that everything gives you cancer—if you live in California.

The reason: Proposition 65. It’s a California state law that requires businesses with 10 or more employees to provide reasonable warning about the use of any chemicals the state has decided could cause cancer, birth defects, or other reproductive harm. One of these chemicals is acrylamide, which a rodent study pinned as a possible carcinogen. It’s found in almost everything that’s cooked at a high temperature. And because a particularly litigious law firm recently sued the state for not properly warning residents about acrylamide in coffee, California is now on the verge of requiring all coffee shops and manufacturers to include a warning on the beverage that it may cause cancer.

For the full article
https://www.popsci.com/california-coffee-cancer-warning/