There are several possibilities that could be causing this problem.
1) The jack that is in the tv could be causing the problem. When you unplug the headphones then the jack would make two contacts on it that make continuity for the audio to get to the internal speaker.
2) Internal speakers are turned off through a menu function in the tv.
3) Internal speakers are turned off due to a external switch that is most likely on the back of the tv.
If some of these answers are not specific or inconsistent with the operation of your tv it is due to the fact that I don't have a specific model number of your tv and therefore am only able to render non-specific information that is applicable to almost all televisions.
MadMax, January 2011