Headphones question

Just installed some music on my pro and connected my headphones. I have my watch in airplane mode during the day. When I am ready to workout I turn it on and my polar strap, cadence sensor and smart trainer reconnect automatically. It usually says searching under the widget. Now the headphones do not say searching, they just disconnected. So I press connect and I am good to go. Is there a reason why my headphones do not reconnect automatically? I assume it has to be the headphones. 
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