So am I
Having the ATC on the headphones really enhances the experience a lot. The sound effects ("simulate radio com" and "radio noise") sound even better on the headphones. You really should implement this option.
I'm enjoying your software!
Having FS9 I'm not able to direct different sounds to different outputs. That said I use a headset and I agree. With "Faster ATC instructions", "Faster readback of taxi instructions", "Simulate radio coms" and "Radio noise variation" all checked the immersion is amazing.