Roku App Private Listening not working

I have a roku 3. I'm using the latest iOS roku app version 4.0.2.6. I plug my roku in ear headphones into my iPhone SE running iOS 9.3.3 and use the app to play a video on the roku 3. No headphone icon on the app.

I stop the video. Unplug. Replug them in. No headphone jack.

I close the app. Restart it. Nothing. Disconnect from the mobile network. Leaving wifi on only. Connect to the roku from the app. Plug the head phones in. No headphone icon.

I can't use the physical remote because my original broke and they've sent me 2 replacements and neither of them connect to my roku 3 either.

Am I really going to have to buy a new roku player because their new roku remotes do not work for the roku 3 and their app clearly does not work. Or does anyone have any clue how to fix this?