EDIT: problem resolve, I don't believe the phone was fully connected to the internet initially. Restarted the phone/app tried again and can now use private listening.
Downloaded the free mobile app (current) per this page. https://support.roku.com/article/217478308
I tested this with Roku Express 3960R and installing the app on
an Iphone 8 and do not see the "private listening"/headphone icon advertised here. https://www.youtube.com/watch?v=4Htty98CbVE
It says in order to get private listening, I have to activate it through the "headphone icon". But there isn't one in the free mobile app in the App Store (I downloaded the latest version).
Let me guess, I have to subscribe in order to enjoy private listening. Can someone confirm or not? Do I need to subscribe to Premium mobile app to get this feature? I just wanted to use the app with Apple airpods so I didn't have to buy the "private listening" remote and can use wireless earbuds.