No way! That is totally not the norm. Even the cheapest, nastiest, car boot, one clapped out tomahawk, fly-by-night operators that I'm aware of, provide headsets of some description. Normally they're pretty cheap and nasty ones, and instructors who value their long term hearing will buy their own Dave Clarks - but I've never heard of any place that expects their staff to buy headsets for their students to use. I'd tell 'em where to stick it if I was you ...