Comment # 13 on bug 1221702 from Krzysztof Chmielewski

I figured out the issue. 

It seems it's a feature not a bug :-)

I created ~/.config/wireplumber/wireplumber.conf.d/bluetooth.conf containing :

[...]
monitor.bluez.rules = [
  ## The list of monitor rules

# This rule example allows changing properties on all Bluetooth devices.
{
  matches = [
    {
      ## This matches all bluetooth devices.
      device.name = "~bluez_card.*"
    }
  ]
  actions = {
    update-props = {
      ## Auto-connect device profiles on start up or when only partial
      ## profiles have connected. Disabled by default if the property
      ## is not specified.
      bluez5.auto-connect = [ a2dp_sink a2dp_source ] 
 #
 #       ## Hardware volume control (default: [ hfp_ag hsp_ag a2dp_source ])
 #       bluez5.hw-volume = [ hfp_hf hsp_hs a2dp_sink hfp_ag hsp_ag a2dp_source
]
 #
 #       ## LDAC encoding quality
 #       ## Available values: auto (Adaptive Bitrate, default)
 #       ##                   hq   (High Quality, 990/909kbps)
 #       ##                   sq   (Standard Quality, 660/606kbps)
 #       ##                   mq   (Mobile use Quality, 330/303kbps)
 #       bluez5.a2dp.ldac.quality = "auto"
 #
 #       ## AAC variable bitrate mode
 #       ## Available values: 0 (cbr, default), 1-5 (quality level)
 #       bluez5.a2dp.aac.bitratemode = 0
 #
 #       ## Opus Pro Audio encoding mode: audio, voip, lowdelay
 #       bluez5.a2dp.opus.pro.application = "audio"
 #       bluez5.a2dp.opus.pro.bidi.application = "audio"
    }
  }
}

setting property: bluez5.auto-connect = [ a2dp_sink a2dp_source ] 
causes desired behavior, headphones are automatically connecting upon logging
into user session, when they are already paired and powered on. 

I think this setting was enabled by default in leap 15.5, because I did not set
it previously for sure.

Otherwise everything seems to work as expected.