What is the ruling on a roommate using the questioner's belongings for unlawful purposes, such as using the questioner's headphones to listen to music, knowing that the questioner has previously advised him?

It is not permissible to lend something to someone who will use it for unlawful purposes, as Allah Almighty says: "And cooperate in righteousness and piety, but do not cooperate in sin and aggression." If it is highly probable that the borrower will disobey Allah with the lent item, then lending it is forbidden. Therefore, it is not permissible to enable someone to use headphones to listen to forbidden things.