Well I love wearing my HE1000s while I'm biking, but I have to careful that the headphone cord going back to my EF-6 amp doesn't get caught in the spokes or get pulled tight (I ride around in tiny circles a lot!)
As long as your bike is sporting a sophisticated roll cage to protect from stray deers, oncoming traffic, headfiers and other man eating animals.. I support your actions.. must be fastastic sound on the go.