How exactly are you saying the Alexa command? Say: “Alexa, play “song name” by “artist name” from Apple Music in the “room associated with Sonos Move”.

Thanks for the reply. 
 

The issue happens when I ask for a specific song. For example  'm saying “Hey Alexa play with or without you by U2 on Apple Music” or “Alexa play songs by Coldplay on apple music” 

But if I say “Alexa  play music on Apple Music" it says “here is a station just for you” and plays music from Apple 

Try disabling and re-enabling the Sonos skill in the Alexa app. Remove and re-add Apple Music in the Sonos app. Then reboot your router.