@macgenie @vishae We could club together to buy a test pair!
What I found is that they were automatically paired with devices on the same iCloud account (they could pair with other things too). Then there's a decision made somewhere on what should be played, I discovered it because I put them in while using my MacBook before picking up my phone. As soon as I picked up the phone the sound switched from the MacBook and the phone suggested the Music app.
Apple are clearly trying to work out what you want to hear for you and I wonder if this is case where it would decide it knows best - who would want two different sound sources?
(I don't know why, but I'm really curious about how it would handle it.)