It's not a custom, it's a Constitutional requirement. A report anyway, it doesn't have to be a speech.
Washington and Adams gave speeches. Jefferson delivered a written report, which was the standard until Wilson reintroduced the speech.
"Silent Cal" Coolidge was the first speech to be broadcast via radio. The term "state of the union" was coined by FDR. Truman was the first televised SOTU and LBJ started the practice of a prime time speech. Republicans started the tradition of the minority response during LBJs term.
So Trump does have to report to Congress, but he doesn't have to give a speech. He could submit a written report as was the custom for over a century, or he could modernize the SOTU as a series of Tweets, a Snapchat, or a push notification