By "Stay on their phone" you mean keep doing as they were (ignoring your request) right?

I don't know why everyone here is so grumpy about other people enjoying their phones but if you are grumpy about it, I think politely asking someone to turn the volume down or whatever is the best way to deal with it. If it's really so unpopular they'll be getting always asked to turn their phones down and eventually get earbuds or subtitles or whatever.

I'd be interested if you phrased it as a question somehow, maybe it might be more fruitful. Less dramatic/tense for you. Like maybe "excuse me I was just wondering if there is a reason you are playing that so loud? It's bothering me." Would need to workshop the phrasing to be less dickish than that. But maybe you'd get some kind of interaction you'd learn about other perspectives. There must be a reason right? Like idk I only ever play things out loud by mistake when Bluetooth or the AUX fails and I find it humiliating for anyone to know what dumb podcasts I have on. Sometimes I take the earbuds out and hold them away from my head to make sure nobody can hear even by accident the stupid shit I am listening to. I would love to know more about how people are just doing everything with no worries in public. Maybe they have a useful philosophical contribution I hadn't thought of. Or maybe they can explain to you why you shouldn't be bothered.

How about this: "Hi, I was just wondering how you find it when other people are playing things really loud on their phones?"

Honestly, it's a bit passive aggressive but that would probably be more likely to make them turn it off immediately as they might not want to engage in a conversation like that. However every so often someone might take you up on the conversation and you could share a few minutes together as humans.