If your ear phones have a dial or switch or buttons that control playing music then that may be the problem. These headphones have an extra ring which allow it to control music play back. For example, the iPhone has a proprietary plug made specifically for their phone to enable controlling track and music play back. You may notice the 3.5mm jack may have extra rings which mean it may not make full contact with the internal metal contacts of the 950 XL. I.E. a in ear monitor like Macaw GT100S offered on places like MassDrop do not work with the 950 XL.
There is suppose to be a specific headphone or headset that works with Microsoft Phones but they are no longer manufactured or available. So any ring not making contact with the 950XL will render it useless and unable to provide audio play back.
Honestly, I hate that manufacturers do this as it screws the consumer in the end. We can't use any headphone or headset we want and it has to be very specific for that phone to control music play back.