Hey guys, thanks for the welcome and suggestions. And yes I bought it brand new at Sam Ash.
Absolutely, I always remove the headphones adapter if I want to play using the piano speakers.
I managed to fix the problem though and here is what I did to fix it:
1. I inserted a dry toothpick inside the headphone jack and moved it around in circles and towards the middle to remove particles if any.
2. I dipped a new clean toothpick in isopropyl alcohol and did the same thing I did in step one. Just move the toothpick around.
3. I took a Q-tip/cotton swab and inserted the alcohol wet Q-tip inside the jack until you can't push it in no more. Just in case, do not move the Q-tip in circles, you don't want it to get cought in something and have fibers coming off.
4. I took another Q-tip dipped it in alcohol and rubbed it on the 1/8 to 1/4 adapter of the headphones and inserted the headphones into the jack while it was still wet and just removed it and put it back in a couple of times.
I hope this can help someone in the future if they encounter the same problem.