I was in this exact situation, and I chose to buy some headphones. If I analyze my decision-making process, I can come up with two reasons:

1). My own personal cost of buying and wearing headphones was much lower than the cost of having pissed-off neighbours who hate me. Obviously, YMMV.

2). My neighbours were polite, and even somewhat deferential, in their request (for me to stop playing loud music). They did not threaten me with coercion, despite the fact that they had plenty of coercion at their disposal -- they could've complained to the building manager, filed a noise complaint with the cops, etc. Instead, they chose to ask me for a favor, thus becoming indebted to me in some small way. In other words, they could've easily defected, but they chose to click that "Cooperate" button, and I responded in kind.

I think that these reasons, when combined, constitute what counts as "not being a jerk" in general society: a reciprocal agreement to make small sacrifices in exchange for future cooperation.