I couldn't hear the final "i" and I only knew this was plural because that's the focus of this lesson.
Is this final vowel not usually pronounced?
It's not a vowel. It's a mark of palatalization. Which means you pronounce a very short "i", without adding an extra syllable.
Alright, are we supposed to hear it?
The final "i" is heared in the ending -ii.
In this regard, the final i is very much like the letter ь in Russian.
And for non-Russian speakers?
Just palatalize or soften the previous consonant.