As far as I know, automatic playback is a setting available within the Android phone, therefore you have to go through the configuration options in order to see where the options is found. Newer Android phones have a setting so that when you connect a Bluetooth device or headphones it will automatically play the music. Pull down the Notification bar to see the functions.
I've had a Sony Xperia M2 phone and it had the same behavior when I connected headphones.
