This seems to suggest the 950 does support OTG via an adapter, but without testing it I obviously can't say how it functions.
Inateck Type C to Type A Female Adapter Data Cable for Lumia 950, Lumia 950XL, Nexus 6P, Nexus 5X, Pixel C, Apple New Macbook 12 Inch, Nokia N1, Chromebook Pixel 2015 and Other Type-C Supported Devices: Amazon.co.uk: Computers & Accessories
My big concern is that I would hope to see backwards compatibility. However, as has already been stated, the pins for it may not have been connected to allow for compatibility with existing hardware.
as they thought it would confuse people and make them think the phone was an extension of the xbox console.