As a voice teacher I can tell you that sticking your finger in your ear or cupping your hand around your ear can help people with conductive hearing loss hear whether they are singing their own note or something else. This is used very often in choral singing rehearsals or rehearsals of 4 part harmony.

I remember Robin of the Bee Gees doing this a lot in the 70's to make sure his note was correct.

The jokes in the first entry are probably refering to those singers who put their finger in their ear and still can't get the correct note!