Hi Brian,
have you checked underneath, they sometimes put headphone jacks in hidden places. I couldn't for the life of me find it on one of my digital piano's because it was so well concealed.
On my psr1500 , I just keep a headphone adapter plugged in when I want to use external speaker system. One of those little adapters that turns mini headphone socket into a full size socket ( hope that makes sense). Rolands from memory sometimes even have 2 sets of headphones.

best wishes
Rikki