Earbud is not fitted correctly or it is the wrong earbud size:
Make sure the earbud covers the whole acoustic tube. Push the earbud over and beyond the raised ring on the acoustic tube.
Fit the correct ear bud size for each ear. Place the earbud in your ear, and rotate the headset for a snug fit (simply inserting the earphone will result in a poor fit).
For the headphone to recognize whether it is inserted in the ear it needs to be properly inserted into the ear and the earbud needs to be fully pushed onto the acoustic tube.