I can confirm this issue, as it's happening to my Hero.
Symptoms
1. Connect headset/headphones (I've seen it with both the stock handsfree h/s and Seinheisser CX300 'phones) -the correct notification icon is displayed.
2. Disconnect 'phones and the icon remains (or changes to) the "headset" one. Reconnect 'phones... icon changes to the correct one. Remove... see above.
Resolution
I've found that repeatedly inserting and
slowly removing the jack eventually clears the issue, but the number of attempts varies seemingly at random. It also reappears the next time a headset or headphones are connected.
Update
I restored a stock MoDaCo 2.1 ROM (MCR4r5) and the problem persisted. I then tried a factory reset to see if that cleared it up.... and the handset got stuck in a boot loop! I tried to restore the nandroid backup made before starting this process and the recovery app barfed on the backup, entailing a restore from the shell. When I got the system back up I had apps that were uninstalled a hour earlier somehow reinstalled and a widget that was installed and working now fc'ing at startup..... but the headset problem has gone!

Unfortunately I haven't a scooby why. All I can say for sure is that this points to a software rather than hardware issue.
