I do agree with that as well. When I was on it I couldn't really hear what was being said from one of the actors in the train, especially as there was a groups of teenagers right opposite me and my mate who wouldn't shut up for the enitre ride and only seemed to know how to shout. Louder speaker would have definitly helped.
I think headphones would just make the ride feel more restrictive. They are trying to go for a realistic feeling train (I think) and having to put on headphones to hear the announcements that would come through speakers in a train would just kinda break the illusion in my opinion. Also like you said they would open up lots more technical difficulties and slow down operations due to people having problems with finding and putting on headphones.