When did they stop? I got one with my XR last year 
[New Release] AUX Adapter with Lightning Connector
That’s peculiar since the XR/XS is when they stopped including the dongle
Though tbh my wife’s new iphone 8 did still include the dongle for some reason.
Very strange considering they stopped shipping them last year starting with the iPhoje XR, XS AND XS MAX. I can see them still shipping with the 8 if the 8 was manufactured prior to the decision to stop including them since they were actually released the year prior with the iPhone X. But no one I know that got an XR, XS or XS Max got a dongle, including myself and the rest of my family who cover all those models (XR, XS, XS Max)
See below:
What about this?