Apple's "courageous" headphone decision didn't carry over to the new MacBook Pro.
This according to teardown house iFixit, which noted in its dissection report that the new MacBook Pro (the one model that doesn't have the Touch Bar) still uses a 3.5mm headphone jack, and does not contain a Lightning input.
This means that the Lightning equipped headset of the iPhone 7 has no way of plugging in to the new MacBook Pro (Apple doesn't offer a 3.5mm to Lightning adaptor).
You could possibly use your AirPod wireless buds, once Apple finally gets around to shipping those. ®