When you break a player head with the tag note_block_sound set, which makes the note block placed below produce the specified sound as expected, the resulting item doesn't have the tag.

To reproduce

1. Stand on top of a note block
2. Run the command

   /setblock ~ ~ ~ player_head{note_block_sound:"minecraft:ambient.cave"}
   

3. Right-click the note block, this will cause a spooky sound to play
4. Switch into Survival mode
5. Break the head
6. Select it in your hotbar
7. Run

   /data get entity @s SelectedItem
   

8. Place it back on top of the note block
9. Right-click the note block again

Observed result

No sound is played and the result of the command is

{id: "minecraft:player_head", Count: 1b}

Expected result

A spooky sound is played and the result of the command is

{id: "minecraft:player_head", Count: 1b, tag: {BlockEntityData: {note_block_sound: "minecraft:ambient.cave"}}}