It is possible to do this with some 3rd-party ‘remotes’ for example those produced by Logitech Harmony. Also ‘group-volume’ can be controlled with the Alexa voice assistant, but a TV remote generally behaves like the hardware buttons do on a speaker, or single Sonos room.

It will be interesting to see if the new forthcoming Sonos voice assistant caters for group-volume control too.

This matter has been suggested a few times in the past in some posts/threads here, but so far it’s not been implemented (yet). Maybe there’s a lot of development work involved for something that can be done using the other methods described. My own thoughts are that It is unlikely it would help Sonos to sell any more products than they do now, so perhaps that’s what is putting this kind of development on hold?

Reading through several pages of posts here I share your expectation, if it doesn’t make Sonos more money they don’t seem to bother. 

Well, let’s not forget here, that there are ways to do this, as explained …aswell as group-volume adjustment via the Sonos App, so it’s not a pressing matter for development, but more of a ‘nice to have’ feature.

I found a way to just use my AppleTV remote and HDMI CEC to control the group volume.  I’ve posted the code to GitHub in case it helps anyone else:

https://github.com/arcsoundguy/sonos-group-volume-with-tv-remote