Yeah, it is a bit more fatiguing on your ears but not dangerously so, what is important is to listen to your body and don’t push it too long for too loud. Your ears need breaks! It is weird but true.

What I would say is if you are turning up music on headphones to drown out something loud, that is when you are much more likely to hurt your ears without realizing. Try to get noise cancelling headphones if you find yourself doing that.