The voltage is less important than the amperage with something like this, but that fact only further emphasizes your point, there's literally zero risk of the paper catching fire.
Yup, exactly. A static electricity spark is typically high voltage, but very low amperage, and even it would be highly unlikely to set paper ablaze. A headphone is both very low amperage and low voltage, so essentially impossible without an external catalyst.
Dry paper is roughly as conductive as glass: that is, no fire is going to happen here. You can't get a spark.