The other major factor in mobile phone radiation (apart from distance to source) is frequency. Mobile phones operate near microwave frequency. The magnetron in a microwave oven spits out a 2.450GHz signal to get the water molecules in your food all hot and bothered. Mobile phones now operate in this range (1.8GHz for PCM systems like Orange). Of course, the power levels involved are of different orders (750W for an oven, 0.3W for a phone). Your cordless headphones are operating at ~100MHz or 0.1GHz and at power levels lower than a mobile phone.
The other factor involved is exposure time, but again, I doubt that a lifetime of wearing a pair of wireless headphones will make any bit of difference to your mental health, although your personal image may suffer
PS And in answer to your question, yes it does make a difference that they are only receiving the signal, but only because the transmitter is further away from you (hopefully) than the receiver, along the lines of what NicholasB was saying about distance.