Can I convert usb-male device to usb-female pluggable device?
No. At least not in anything like the manner you are describing.
Does anyone know what is missing?
Well, one big thing missing is power. A USB-A male plug is not going to provide power. For the USB audio adapter to work it will need power.
Dual role devices like smart phones will look for power applied to the USB-A male plug before doing anything. Even though it might not need power to operate the act of applying a voltage across the +5V and GND pins tells the phone that it's been connected to a live USB host. USB-OTG/USB-AB and USB-C ports can reverse the flow of power but only after the default flow of power has been established between two dual role devices. Since an audio adapter is not a dual role device it's not going to be able to coerce a dual role device on the other end of the cable to provide power. A big reason for not being able to do this is because it has no power for any circuitry to perform this operation.
If you modify a cable to provide power out of a USB-A male plug then you've now created a cable that is now a fire hazard as it can short circuit a power brick or computer that it could be plugged into.
From what I understand of USB-C it's possible to create a cable when plugged into a smart phone that will allow it to provide power to the other end with a male USB-C connector. This may or may not violate the USB spec. What it would do though is prevent this cable from being used to charge the phone, and it seems that the reason you have these cables lying about in abundance is because these cables are used to charge your phones.
I can see this smart phone cable with a USB-C end on it with power already applied by having the cable wired as if it has a USB-A female receptacle on the phone end of the cable and a USB-A male plug to USB-C male plug glued into it. Think of cables connected like this (and I've numbered the connections for reference later)...
Phone Lightning/whatever port <-1-> Lightning/whatever to USB-A female receptacle adapter <-2-> USB-A male to USB-C male cable <-3-> USB-C device
Now consider connection #2 effectively buried in the cable by wiring the ends appropriately to get something like this...
Phone Lightning/whatever port <-1-> Lightning/whatever to USB-C male <-3-> USB-C device
Maybe such cables exist but I'm fairly certain they violate some provision in the USB spec. Such a cable would likely confuse and frustrate people because it would act in a way that would be opposite from what is expected. A phone plugged into a laptop with this cable would only provide power to the laptop. If used to plug a phone into a power brick the phone would not charge.
If the phone end of this cable is USB-C then the cable would have USB-C on both ends but the cable would have a kind of "directionality" to it. One end would always be the "host" end and the other the "peripheral" end.
The point is that putting a female USB-C receptacle on the audio adapter will be insufficient to get it to work with a smart phone cable with a male USB-C plug on the end. It would still be a legacy USB device and would need something to tell the smart phone it is plugged into a legacy USB device. The thing that tells the smart phone it is connected to a legacy USB device are the USB-A female receptacle adapters. Then it would take a cable with a male USB-A plug and a male USB-C plug to connect it.