Yes, he's wearing headphones. I guess so people don't talk sense into him?
I've lived in New York City for 8 years now, and I've heard and read a lot of official warnings in the subway. Most of them relate to things I've either seen or can easily imagine, like people stealing iPhones or using a crowded train as an excuse to grope women. Some of them I've even listened to; for example, I no longer walk between cars after hearing an MTA worker describe how the cars can pull apart for a second, allowing someone to fall between them, and then slam back together, trapping...well, it wasn't a pretty mental image.