This topic is discussed four months ago for new feature request. Not sure if any update now as I came across the same issue.
Previously, I used to apple tv system with 4-6 homepod mini speakers in multiple locations, i could volume up/down all speakers by one tv/chromecast/apple tv remote at the same time.
After upgrade to Sonos system, the tv/ chromecast remote now can only control soundbar & surround speakers but not the others, it’s quite inconvenient that i need to open apps everytime to adjust volume if i go to somewhere for while and again after i return.
Hopefully, Sonos can upgrade the system like Apple TV to let user control all speakers by one remote.