How could we have missed that in school?
It is a consonant in French, German and, definitely in Spanish, but not in English. What parts of your mouth -- lips, tongue, palates, cheeks, gums, teeth, throat -- touch each other when you pronounce that letter? None!
Say the word "Purrrrrrr" like a cat. The "P" is a consonant, of course. And "U" is briefly a first vowel. But after that? Nothing but open-mouth rrrrrrr!