D.B.
I don't know about the safety of it, but I do know the airlines require them for any device that makes sound. I have a toddler who will keep them on and we forgot them once on a flight and the flight attendant made me turn the sound off entirely. I had it so low that I could barely hear it when she asked. It probably depends on how much of a stickler they are that day. I don't know if it helps, but my son will wear the ones that are a solid piece instead of the ear buds. He started out wearing it around the back of his neck instead of on top of his head. It also works best if you put the cord running down their backs so that they can't pull it. They adjust to a surprisingly small size. One thing nice about Baby Einstein is that it is entertaining for them to watch even if they can't hear it.
If you haven't flown with a baby before, remember to bring something for them to drink and eat during take off and landing. Since you can't bring liquids on a plane, you can bring an empty cup or bottle and they will give you a drink during seating. I always save something that my son loves for those times. Also, if you are nursing takeoff is a great time to nurse. It helps their ears and it has put my son to sleep many times for a good chunk of the flight. I have put in tons of miles with my son over the last three years, so if you have any other questions you can send them to me if you like. Sorry if I made this too long.
Good luck!
D. B