We have an older-model electronic Yamaha piano. While I had the living-room wall open for various wire run, I decided to run an RCA cable from the piano location to our home-theater receiver, so we could hear the piano output in the home-theater speakers, instead of the built-in ones.
Lo and behold, though, when I plugged it into the headphone jack on the instrument, there was a distinct delay between hitting the key and hearing the sound, which makes it difficult to play. Why would there be any latency? This seems like it would be a problem using headphones with it as well. It seems like the only solution may be hack into the thing, to tap the speaker wires directly, and match the impedance somehow, maybe with transformers.