FYI the “headphone simulation” in MSFS doesn’t only kick in when ATC talks, it’s active all the time when enabled. It simulates headphones as the name implies 
So the engine sound is much lower.
I use that setting with vatsim.
Everything in headset.
In vPilot you can also turn up audio a bit, I have mine at +5 to ensure it’s a bit louder than everything else.