If you remove the foam cover on UA's headset (not always possible or easy), there is a tiny microphone at the outer rim of the speaker that feeds the ambient sound back into the system. The system is carefully balanced to feed the ambient sound thus picked up into the headphone amplifier out of phase. The acoustic path between the speaker and the microphone is part of this equation, so if you upset this path feedback may result. If you pull one headphone only away from your ear, it is possible for feedback to occur as well.
Sorry to be so esoteric... sometimes I can't help myself.