You could just add a Bluetooth TX, such as a 1Mii B03 Pro, or a Fiio BTA30 Pro, to a Sonos line-out and play your Sonos audio sources such as Sonos Radio, Deezer, Spotify etc. to any Bluetooth headphones.  The Sonos ‘Port’ has both Analog and Digital outputs …and many standalone BT transmitters are not that expensive, comparatively speaking.

I recommend the Sonos Ace for Headphones as they support AptX-HD and Snapdragon Apt-X Lossless audio, not that I’ve seen a standalone BT TX support lossless yet, but hopefully that will change in the coming months.

I have 3 Sonos speakers: roam, move 2 and era 300.  None of these have line out ports…

Nor, unfortunately, do any of those speakers have a Bluetooth emitter that you would be able to connect headphones to…only receiver electronics. You’d still need new speakers. Or Sonos would need to add the electronics, and likely raise the prices on the next versions. 

Not a bad request, mind you, just not feasible with the existing devices you have.