The socket on the mute is a microphone output jack not a headphone output jack, which is why you need the personal studio box in-between the mute and your headphones.
FWIW, I bought the Yamaha Silent Brass PM7 (mute) + ST7 (personal studio) for my trumpet years back, and although I still use the physical mute every day when I practise at home, I long ago stopped using the electronics part. Both PM7 and ST7 are now discontinued.
Part of the problem was one of expectation - I thought I could plug the mute and personal studio together and I'd sound like I was playing in front of one of those expensive studio capacitor microphones. The reality is far short of that, unfortunately.
Whilst the physical mute reduces the volume considerably, it's not 'Silent' by any stretch. And it does change the intonation and feel (back pressure) of the instrument, but considerably less than the other practice mute I have, a Denis Wick. Plus the mute makes the trumpet bell-heavy.
And the electronics in the belt pack were audibly hissy, and the reverb was too flattering - when you practice you need something forensic that doesn't hide your flaws. After all, you practise to eliminate those flaws so you need to be able to hear them.
And I found it a minor faff plugging everything together at the start of each practice session.
I'd suggest keep the mute, and don't buy the electronics as they're not worth the outlay.