In a lot of cases this problem is caused by the actual way you wear this type of ‘phone. Isolation earphones create an acoustic seal inside your actual ear canal, so the sound from your earphones stays in your ear while outside noise can’t get in.
An acoustic seal is the target of all isolation earphones. When an acoustic seal is achieved, sound projected into your ears by earbuds cannot escape and is channeled directly toward your eardrums, while disturbing external noise has no way of getting in.
Acoustic seals are air-tight, so when you’ve got it right, you can feel the difference: pulling gently on an acoustically-sealed earbud will create a gentle tugging sensation inside your ear canal. There is a knack to getting the earplug inserted deep enough in the ear canal to achieve a good seal.
As with noise suppression earplugs, you have to open up the ear canal by pulling upwards and outwards on the fleshy outer part of your ear (the Scapha).
The easiest way is to reach over the top of your head with your opposite hand, gripping your outer ear just above the mid-point, and pull upwards and outwards while inserting the earplug into your ear.
With the likes of the Sony EX70/71 range of ‘phones you can also insert the ‘phone loosely into your ear canal and then, with the hand on the same side, pull out on your outer ear using the thumb and index finger while pushing the earphone in with the middle finger.