It should be that the notification bar display of Xiaomi headphones has been turned off in the phone settings

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Xiaomi headphones setup steps:

1. Open the MIUI system settings page. In the settings page, click the "More Settings" menu.

2. Next, in the page that opens, click the "Headphones and Sound Effects" menu.

3. Finally, turn on the MIUI system sound effects in the page that opens, and then select the corresponding headphone type to connect.