Here are three suggestions to maybe consider…

Option-1

I’m not sure if this may work for you, but if you have an Amazon echo device, which outputs the ‘shopping’ notification already, you can change it’s speaker output to a Sonos product/room in its Alexa enabled group. (NB it has to be a Sonos speaker with the Alexa voice assistant installed and also enabling the same group). Unfortunately I think it will only work for one Sonos ‘room’ only - I don’t think grouping The Sonos products will work, but you could maybe achieve it if you setup more echo products to output their default audio to different Sonos speakers. (I doubt all will output in perfect sync if setting up several echo/Sonos devices in the way I’ve described).

Option-2

A further option that might work in sync. is again to use a single Amazon echo product that has a line-out port and to link that to a line-in port on a Sonos device and set that to play the line-in audio to a Sonos room (Just enable the line-in Autoplay feature and to “include grouped rooms”) then go onto group all your Sonos Speakers/Rooms together and see if that works - the only issue you may see here (I suspect) is the initial first part of the playing notification may get missed as the line-in Autoplay feature kicks in - it can take just a split second, but it’s sometime long enough to miss the beginning of the message. The answer is to try it and see.

Option-3
A third and final option is to do a similar thing as mentioned in Option-2 above, but instead of using a line-in connection between the Echo device and Sonos Speaker, setup a Bluetooth connection instead…  the issue here is the Bluetooth link from an Echo device, like an Echo Dot, can sometimes be a little temperamental - but the pairing does work with a little persistence. In my experience the full message will be output in sync, but the Bluetooth pairing may dropout from time to time.

I don’t have any echo devices - only Sonos devices with Alexa enabled as the voice assistant.

Thanks for your ideas - seems silly that I can use my Sonos with Alexa for Alexa routines, etc…but not simple notifications? Hate the idea of buying an echo for something like a notification that seems like it should be possible to get in a Sonos with Alexa already enabled.

It’s an Amazon feature and I guess they may not share every aspect of their devices with 3rd-parties, like Sonos, as that helps them to sell their own hardware (echo devices) too - it maybe a feature request you could perhaps feed into Amazon Support and see what they may perhaps say about your suggestion.