The LX-9, LX-6, and LX-5 speakers are muted when headphones or an adapter plug is inserted into the Phones jack.
If "Headphones Volume" appears when you turn the Volume knob, a plug may still be inserted in the Phones jack. When removing the headphones, ensure that the adapter plug is not left in either of the two Phones jacks (stereo miniature phone type, stereo 1/4-inch phone type).
If a headphone plug or adapter plug is broken and cannot be removed from the Phones jack, the piano needs to be repaired. Contact an authorized Roland retailer or Roland support (Backstage, Roland Account required).