It may be that you had the volume too loud, but I would expect you to hear the effects of that straight after you’ve stopped listening, not on a day you haven’t used them. It might be something similar to muscle memory, where you suddenly remembered the sound and sensations it gives you as if you were hearing it again. I don’t know how long you’ve been using this type of thing for, but maybe it’s something that will settle down and disappear once you become more accustomed to the sound.
“A quite different phenomenon results when stereophonic earphones are used and the signals are applied separately to each ear. Under the right circumstances beats can be perceived, but they are of an entirely different character. They are called binaural beats. . . . Binaural beats require the combined action of both ears. They exist as a consequence of the interaction of perceptions within the brain.”
"Given the popularity and effectiveness of meditation as a means of alleviating stress and maintaining good health, there is a pressing need for a rigorous investigation of how it affects brain function," says Professor Jim Lagopoulos of Sydney University, Australia. Lagopoulos is the principal investigator of a joint study between his university and researchers from the Norwegian University of Science and Technology (NTNU) on changes in electrical brain activity during nondirective meditation.
Theta waves also have been observed in moments when a person recalls information from the past, and this may be what links them also to improvement in learning ability. We also experience theta waves when we go into automatic pilot mode, such as when doing a repetitive task like driving a familiar route where the mind become disconnected while you still drive safely toward your destination.
Gamma was dismissed as 'spare brain noise' until researchers discovered it was highly active when in states of universal love, altruism, and the ‘higher virtues’. Gamma is also above the frequency of neuronal firing, so how it is generated remains a mystery. It is speculated that gamma rhythms modulate perception and consciousness, and that a greater presence of gamma relates to expanded consciousness and spiritual emergence.

With regard to listening without headphones specifically, you might find it irritating if you are someone who suffers from motion sickness, depending on how the track is created. If you were listening to binaural beats, they really need headphones to work properly. If you are in a room and closer to one speaker you may not even hear binaural beats properly, and if sitting off centre in the room generally, that may have unsettled you if you have motion sickness as the tones try to form a beat in your head. If it was just a standard isochronic tones theta track that shouldn’t be irritating if you have motion sickness.
Since opening their online store in 2011, Binaural Beats Meditation has served “hundreds of thousands” of customers, according to James Matthews, the site’s customer happiness manager. “We continue to see an increase in interest… from individuals, but increasingly so from therapists using the music to help clients, health and wellness organizations, and businesses around the world.”

There are many advantages and disadvantages with binaural beats. One of the major advantages is hemispheric synchronization. Since both hemispheres are required to create the beat within the brain, this method is an excellent way to create greater harmony between areas of the mind typically functioning independently. Binaural beats are also known to have effective hypnotic and relaxing effects.
"Wow! I have been doing this Awakening Kundalini guided meditation every morning for about two weeks now. I am a yoga teacher and I have never experienced energy like this before! Every morning, I feel a surge and abundance of endless vital energy nourish my mind, body, and soul. The sounds, theta waves and guidance are perfectly combined to gently awaken the sleeping serpent confirmed by the exquisite sensations experienced. "  --Katarine
Most of these websites give some brief explanation of entrainment. The example you hear most often is that of Dutch polymath Christiaan Huygens, who in 1665, hung two pendulum clocks next to each other on a wall. He noticed that the pendulums eventually matched each others' frequency, but always in antiphase, opposite to each other, as if canceling each other out. He'd try disturbing one or setting them in sync, but they'd always return to the same antiphase synchronization. Huygen's experience is widely touted on binaural beat websites as a demonstration of how systems can become spiritually connected through some energy field. However, they misunderstand what happened, and have not read the full story. Huygens also tried taking one clock off the wall, and as soon as they were no longer physically connected to one another via the actual wall, the effect disappeared. It was not the proximity of the clocks to one another that created the entrainment; it was their physical, mechanical connection to one another. As each pendulum swung it imparted an infinitesimal equal and opposite reaction to the wall itself. With two clocks on the wall, the system naturally sought the lowest energy level, according to the laws of thermodynamics; and both pendulums would thus swing exactly counter to each other, minimizing the system's total energy.