My guess is, the most important thing is that the mind picks up on all of the sounds. I know people that can get so caught up in a book or video game that all of the world disappears around them and they won't hear you if you yell their name.
I think such activity should be avoided, because Neuromod doesn't want to take the risk you're not paying attention and it negatively impacts your results. And because they can't judge what kind of a reader you are, or how invested you can get in video games, they stay on the safe side and tell everybody to zone off on it.
I'm sure leafing through a magazine is fine, just make sure you also remain aware of what the headphones are giving you so it consciously reaches your mind and brain.