Who Wants to Deal With Adapters
In 2016 multiple smartphone companies removed the 3.5mm headphone jack. All of them received heavy criticism for it. Apple is still dealing with complaints, Lenovo received backlash for removing it on the Moto Z, and other manufacturers did something similar.
There's just no reason to remove the 3.5mm headphone jack and make all of our headphones useless. Well, without an adapter at least.
The HTC U Ultra doesn't have a 3.5mm headphone jack. Only USB Type-C. Those headphones are still too expensive, and if you want to use any other headphone an adapter will be required.
Plan on using a USB Type-C to 3.5mm headphone jack adapter to enjoy music. And while you're at it buy a few extras. As surely at least one will get lost. We just don't see the need to do this, but it's the "trendy" thing to do apparently.