Double-clicking the pause/play button on the headphones to skip a song does not work. All other functions pause, play, volume work. I'm using the USB-C headphones that came with the Pixel 3. Skip works in other applications like Google Music. I can reproduce the problem with Samsung headphones + USB-C adapter.
Several of you have reported back saying that setting up Google Assistant resolves the issue. As a result, we'll be closing this thread out.
If you're having trouble setting up Goggle Assistant, please refer to @CJSelf36's reply below, which walks you through the steps.