Well no, but maybe the headphones they are often shipped with can contribute to hearing loss according to a study published last year in the journal Ear and Hearing by Dr. Brian Fligor of Harvard Medical School. A short piece in the New York Times covers this.
It seems that the in-ear headphones are the worst offenders.
I'm not sure this is exactly news. And the word has gone out about headphone use; my daughter has told me several times that 'if you can hear the music from someone's headphones, then they have it too loud.'
Glad I have my Sony MDR-7506's, though they don't look that cool at the gym...