Hello...
I have 2 Roku streaming devices that both have a headphone jack on the side with volume control (of the headphones) for private listening.
It seems all the new version of the streaming devices have removed the headphone jack. Why have you (Roku) done this? Will you be putting it back on future remotes?
Only the top of the line Roku's ever had a headphone remote supplied with roku, the Roku 3 original cost was $99. Nowadays there are three models that comes with headphone jack remote the Roku Ultra, the walmart exclusive Ultra LT, and the Best Buy Exclusive Roku Stick + 3811. You can purchase the Enhanced voice remote with headphone jack for $29.99 from Roku, it will work with Premiere plus 3921, 3810 Roku Stick+, Roku Smart Soundbar and Roku Streambar. Even though those models didn't come with headphone jack remote.
It will not work on the Premiere, express +, express, and any other older Roku stick like 3600 or 3800.
For others who wind up here after a google search, the free Roku iOS app allows you to listen to the audio through headphones. On the Remote screen, simply click the headphone button (icon looks like earmuffs, located to the right of the microphone button and directly above the fast-forward button).
If you click the link above, you can see the headphone button in the last screenshot, titled "Private Listening".
I hope this helps somebody!