I have no idea what remote that is. A Google search turns up nothing. The only way to get headphone remote audio is either with some of the Roku remotes that support it, or if your TV's remote supports it and the Roku audio goes through your TV.
The second remote down on the accessory page has headphone jack, its the same remote furnished with new 2019 ultra. With 1 & 2 keys that can hold voice search prompts, like say youtube tv. It also has a mute key.
The RC-AL7 which is sold separately at walmart, best buy, and on amazon doesn't have a headphone jack, what makes this different say rc-al2 is the mute key on rc-al7.