For headphone out devices (like handheld scanners) you must use an amplified speaker. Otherwise, you will get almost no audio out. Headphone out is very small wattage, not enough to drive a full sized speaker (else when you used headphones, the audio level would blast your eardrums out your nose). I'll give you a few minutes to visualize that.
BC23A is the speaker we recommend for handheld scanners (but there are other alternatives, including amplified PC speakers, that would work as well).