This is more of an observation and a personal advisory note rather than a hard and fast rule!
I have noticed over the past few months an increase in the number of people walking or running with noise cancelling headphones in. Now I do like to listen to music when out running BUT I make sure that I can also hear the road.
I believe it is important for your own personal safety to hear what is going on around you so that you can react to different situations.
I have nearly come off my bike trying to avoid someone or run over a number of people on my bike because they don't hear my bell or my shout to tell them that I am coming up on them (and I always tell them which side) and they just suddenly veer into a multiuse path!
It's not only that but think if you are alone in a fairly isolated spot you are making yourself more vulnerable to attack. I'm sorry to say it but we have to think about it.
So do yourselves a favour and just turn it down a notch and keep your eyes and ears open.