You’re not missing anything, when using non-Airplay devices in your group, you just need to do the grouping first in the Sonos App before initiating the Airplay stream.

You can use the Group feature in the App to create the groups quickly and in advance.. and then stream to any Airplay-compatible device in your group. See the ‘Save Group’ section in this Sonos support document:

https://support.sonos.com/s/article/3391

Thank you.  I had done that.  

I must have fat fingered something as I got both groups playing on my first attempt.

After your reply, I tried again and it worked correctly.  

Maybe that’s why it offered the “65+” tag when I created this question.

Maybe you did, maybe you didn’t.  It seems to me that these so-called pre-defined, named user-defined groups are less than meets the eye.  I don’t think these really create anything; they just save you a tap or two.  If you have set up  a pre-defined group consisting of speakers A, B and C, say, then all that happens when you tap it is that all three of these speakers are selected for on-the-fly grouping.  But if speaker E is already selected it won’t be deselected, it will be included in the group too unless you manually deselect it

Further thought.  It isn’t essential to group the speakers first (or at least I don’t think it is, I don’t use Airplay).  You can start playing to a single Airplay speaker then group other speakers to it.

Further thought 2. @MrFixitOK  - for what sources are you using AirPlay?  Sometimes it is the best or only method for an Apple user, but sometimes there is a better option.