Worked in Missouri myself! Every station I've ever worked for had you in a sound-proof studio. Sometimes it was something like on Frasier, sometimes it was just a little cubby of a room.
I've worn headphones and not worn headphones. It kinda depends on what I'm doing. Hey, a lot of stuff is pre-recorded anyway. No one is really there most of the time.
When I worked a traditional jazz station (lots of records and talk), it was necessary to wear headphones so you could tell where the music was. When you are simply crossing from the mike to music, you don't necessarily need headphones.
You don't have to have headphones to prevent feedback when you are on the mike because most set-ups will cut the studio speakers when the mike is turned on, preventing feedback. That's why you sometimes hear DJ's talking over a commercial or something. They have no idea that the computer is still running (because they aren't paying attention).
It's been several years, but I think you can also have your board set so that you can barely hear audio while you don't have headphones on. The mike won't pick it up.
Most DJ's will only put the headphones on when they need to talk in the mike. You just push them back around your neck. Put them back on, push the buttons, do your thing, roll the computer and then take them back off.
It's been a long time. When I started in radio, we used carts and I learned how to edit using a reel to reel. Now everything is digital.
