It MIGHT depend on where you get it from, but according to the Google website, no headphones included. This is a list of what's in the box....
What's in the box
Pixel or Pixel XL
USB-C 18W adapter with USB-PD
USB-C to USB-C cable
USB-C to USB Standard-A plug cable
SIM tool
OTG Dongle
Safety and Warranty information
Quick start guide
Google Play Music promo card
Google Assistant card
Google Social promo card
And from Verizon (also no mention of headphones)...
In the box
USB-C 18W adapter with USB-PD
USB-C to USB-C cable
USB-C to USB Standard-A plug cable
SIM tool
OTG Dongle
Safety and Warranty information
Quick start guide
Google Play Music promo card
Google Pixel, Phone by Google
Ok it does not look good, I checked Google Australia, Telstra (Australia provider), EE (UK provider), and Carphone Warephone (UK, similar to Best Buy Mobile) all of them list NO headphones.
On what site are you seeing that? Everywhere I looked did not show headphones! And NEVER trust unboxings, often reviewers will get special packaging us regular folks don't get. For example when One Plus sent the One Plus Three to reviewers they included all the vanity cases, which regular folks had to pay extra for.