I'm a big fan of so-called "bone-conduction headphones". Being able to be in public with audio while not disturbing others makes a big impact on life enjoyment while not limiting your safety as you can still hear the surrounding environment.
You don't need bone conduction for that, air pods pro 2 work just as well. Bone conducting headphones are mainly good for sports involving water (or sweat) IMO, but the quality is significantly subpar to regular headphones.
Also, you can definitely hear bone conducting headphones in the environment if the volume is high enough as the vibrations also vibrate the air.
* I'm sure Airpods are phenomenal for what they are, but I haven't ever found an earbud I can comfortably walk in without having them slip out very quickly, let alone run in. They're a class of product that just doesn't work for me.
* A nearby observer might be able to hear a bone-conducting headphone if you blast the volume, but the main point is that it doesn't reach a disturbing volume for anybody in the surrounding environment, unlike some other potential solutions.
* The audio quality isn't phenomenal, but is acceptable for the use case where you're out in public and still wanting to focus on the surrounding environment. I wouldn't use those kinds of headphones for general home use, but they're good enough for the intended purpose.
Tip on this though; get someone else to wear them at your preferred volume. I tend to find ~50% of folks who use bone conducting headphones have to have the volume up so loud it's basically audible to people next to you.