Be sure to connect them before starting MuseScore, or if changing devices after starting MuseScore, tell MuseScore about the change in Edit / Preferences / I/O. or just toggle the MIDI button on the toolbar off and back on.
If that doesn't work, please ask for help on the Support forum and include more details - the version of MuseScore, your OS, the specific headphones, what settings you are making in Edit / Preferences / I/O, etc. Then someone familiar with that particular OS and that particular device might see and be able to assist further.
Comments
Be sure to connect them before starting MuseScore, or if changing devices after starting MuseScore, tell MuseScore about the change in Edit / Preferences / I/O. or just toggle the MIDI button on the toolbar off and back on.
If that doesn't work, please ask for help on the Support forum and include more details - the version of MuseScore, your OS, the specific headphones, what settings you are making in Edit / Preferences / I/O, etc. Then someone familiar with that particular OS and that particular device might see and be able to assist further.
See How to solve bluetooth audio problems