Hi there Kinkato,
Thanks for reaching out to Apple Support Communities. We understand your Bluetooth headphones are connecting but audio still plays through the speakers, specifically when you use them with your iPhone 12 Pro. We’ll be happy to help.
One way to isolate the issue, is to test a different pair of Bluetooth headphones with your iPhone, if you have any available. If the same thing happens, there may be an issue with the iPhone. If the other headphones work fine with the iPhone there’s more of a mystery, since the Bluetooth headphones in question do work with other iOS devices. Let us know if that’s the case.
To troubleshoot Bluetooth issues, start with these steps: If the sound from your wireless headphones cuts out or is distorted.
Also, we noticed in the picture that there are AirPods connected. Are the AirPods Pro the Bluetooth headphones you’re referring to or is it another pair?
Best regards.