With most BT devices the problem would be if someone else tried to use your Peloton, it'd steal audio from your PC or phone
But Peloton remembers your previously paired audio devices per user; so if someone else uses the bike and has never explicitly paired that set of headphones, they'll show up as an option, but won't automatically pair
But Peloton remembers your previously paired audio devices per user; so if someone else uses the bike and has never explicitly paired that set of headphones, they'll show up as an option, but won't automatically pair