Fwiw, that's something really winding me up. I once had an M-Audio FW410 interface that, even as a low cost unit, featured two headphone outs. Which was just excellent. No, you weren't able to feed them with different mixes, but at least you could do what I consider sort of typical, namely having another person recording with you. Or just practising (I'm in a double bass and guitar duo, we're usually rehearsing in the bassists appartment and always need to cable up some extra HP amp).
In case the additional HP out doesn't supply a separate mix, it should cost pretty much next to nothing. Sure, there's inexpensive HP amps, but they require additional cabling and power supplement, which certainly sucks more often than not.