Never seen or been asked for an approval cert for a headset. I suspect that if the headset is hard wired into the aircraft then it needs one as are the powered interface boxes for the ANR headsets. Which is then recorded in the aircrafts maint docs.
The French SAFA inspectors aren't asking for them, I suspect its not required in EASA land. That would be to good an opportunity to delay a flight arguing the toss and filling out pointless paperwork for the registration country to ignore to resist for them.
The cert will be held by the OEM anyway and the supplier will just give you a type cert there won't be an individual one with the headset serial number on it.