You have to use headphones compatible for the CTX. This is a known issue since the CTX came out. Some headphones do not switch off the internal speaker. Read here:
you can buy a stereo to mono adapter to attach to the unit, or use the WM10 wireless. both will disconnect the external speaker. Other option is to use the Sunray CTX Compatible headphones.
Detector Pro used to make one too, but, I don't see it on their current list. Bought one for a friend of mine who was having the same problem with other brands of headphones, including 3 stock headphones that were all faulty. They've been working great for over 6 months now.
I use the Sun Ray Gold Pro headphones in the CTX version. It works on the CTX and also on other detectors. Cheapest solution is the Mono to Stereo adapter and use your current headphones. Or rewire them and skip the adapter.