Haven't you seen the drone racing league shows on the sports network? I cut my cable many years ago, but every time I head to HQ for work, I get cable in the hotel, and there's always Shark Tank on one channel, and DRL ("Drone Racing League") on another. Check it out! They all fly with headsets. It's actually pretty intense and awesome.
The Inductrix Blade I have comes with an FPV camera built into the drone. It comes with a 6" FPV screen, and a big plastic clamp to hold the screen above the controller. This makes the controller assembly a little awkward, since the FPV display is heavier than the controller to which it mounts.
VR Headset might be a bit too much, but it's probably better than a small screen mounted awkwardly to a lightweight controller.