Does it sound different? 

You might try checking your Audio Quality settings in your Amazon Music account and make sure it is set to “HD/Ultra HD” rather than “Best Available”. And Turn off Loudness Normalization while you are there (unless you want to keep it on).

Not sure, could be imagination or not. Due to the current server outtage it has taken me quite a while to switch from one song to the other.

Having the label there would definitely make it easier to distinguish. 

I am pretty sure that you get standard quality, not HD, when you initiate by Alexa. Arguably, if you can't tell easily that it's different, it doesn't really matter. 

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I tend to notice the difference between SD and HD.  No difference between HD and Ultra HD… I have to ask the dogs.

Anyway, I noticed that an Alexa request doesn’t play the HD/Ultra HD/Atmos files as well. I am guessing the reason why is that Amazon/Alexa does not know what level of audio the Sonos room you requested can play.  It does not know if ‘bedroom’ is a pair of play:1s  or an Arc.  Therefore, it has to go with the lowest common denominator...SD.

Not sure how this can be addressed.  Perhaps Amazon will start tracking the capability of the speakers you’ve configured with Alexa, so it knows what to send.  That would work, but get messy if someone reconfigures an existing Sonos room. Probably not a huge concern, and relatively easy to fix.  Alternatively, Sonos could reject the request to play the SD track...then search and play the higher codec.  That sounds much more error prone.

If/when Sonos gets their own voice assistant...it shouldn't’t be a problem at all.

Sonos kind of does this anyway. On my Ones, I’ve noticed that they can start out as HD then upgrade to Ultra HD on next track (when all tracks are available as Ultra HD to begin with). There must be some monitoring of the local network to determine which format to play, in combination with speaker selection. Whereas, my Arc always plays the highest music quality format available immediately.

The only way I can get Alexa initiated playback in higher quality is by resuming play whereby the existing Queue was previously HD/Ultra HD/Dolby Atmos, so you wouldn’t think it would be that hard for a new Alexa request to also play in the highest quality available.