The ability to add Alexa is driven by the location of your Amazon Account and your Sonos Profile in www.sonos.com.  Can you please confirm both of these?

Alexa works fine in Finland, Sonos doesn’t.

If you lie to Sonos the the devices are located in the UK you have ability to add Alexa. So go you your Sonos profile, set you are in UK, log off from everywhere, shut down everything, restart, relog, add.