Same thing happened to me, have tried everything. I cannot use the Roku without this feature. If this is not fixed soon, I will be buying a competitor's product. I like the device, but it is unacceptable to disable a key feature like this in a firmware update.
The code release process appears to be flawed. A student intern doing QC testing from his dorm room could have detected this problem before its was approved for distribution. It's been over two months since the problem was detected, and Roku has not offered any solution. I was going to upgrade to an Ultra over Christmas, but the unexplained loss of private listening from the 2720x makes me concerned the same thing could happen to the Ultra.
On my 2720x the volume goes to 25 when I plug in the headphones. Pressing volume up causes the volume to only go to 26 and volume down causes the volume to only go to 24 regardless of how many times the buttons are pushed.
A subsequent 11/19 firmware update seems to have disabled private listening audio completely.
Having the same problem with my Roku 2. Have tried all suggested fixes. Do not get the headphone icon on the Roku app, so can’t use that. I thought it was my remote, but not happy private listening is not available on the app either. Please try to rectify this issue.
@PGib Thanks for reaching out. I'm sorry about the inconvenience. The team is investigating this issue, and working towards a resolution. I'll be sure to keep this topic updated when I hear any further news.