https://support.sonos.com/en-us/article/alexa-smart-home-device-groups-and-sonos

Maybe try deleting and then setting them up again as an Alexa group? 

So, I have done this about 10 times before posting the thread. The Alexa group does work for playing music. It will group the speakers together if they were separated in Sonos manually, and play whatever song. But no matter what I do, they can’t change their volume together from a single voice command. 

For posterity, inserting below screenshots of the group in Alexa, and then my Sonos group before and after saying “Volume 4” to the living room Sonos One. I tried inserting my echo into the group to see if that fixed it but it didn’t work when it was only the Sonos speakers either. 
 

​@Ben Beachman 

What happens if you just say “Alexa, volume up” or “Alexa, volume down”?

(Assigning a spoken number to the volume when every room is at a different level might confuse it perhaps, hence it only adjusted the one you’re next to).

I think I’d try the volume change, wait a few minutes, then generate a diagnostics report and contact Sonos support. 

​@Ben Beachman - maybe check how you have the Alexa enabled group setup in the Alexa app is how it is described here:

You can see my screenshot above for that reason, as proof that it is indeed set up the way they describe.

For greater context, this setup used to work exactly as its supposed to in that thread until I installed my new Sonos One SL and since then they stopped working. Maybe that one speaker messes it up but that feels unlikely considering this used to work with the sonos play:1 which is much older. 

Cool, will do thanks.

Hi ​@Ben Beachman 

Welcome to the Sonos Community!

I don’t think it is possible to control the volume of a group of speakers with a single Alexa command.

You can, however, run Sonos Voice Control on the same speaker as Alexa and at the same time, and it can adjust the volume of an entire group. Note that it will not set all rooms to the same volume with a single command, but can adjust the entire group up or down in volume with one.

Go to Settings icon » croom name] » Add a Voice Assistant » Sonos Voice Control to get started.

I hope this helps.

It is indeed possible, and is supposed to be the default behavior when controlling a Sonos group Via an Alexa enabled Sonos speaker. This function used to work perfectly on my speakers until it broke when adding a new one.

The sonos voice control is kind of useless because instead of setting the speakers all to a certain volume, it does that bizarre behavior sonos has chosen where it makes the volumes all average out to that value, so if the speakers were a different volume before then they remain louder and quieter from each other. If I want to make them all loud or all quiet i am out of luck.

Hi ​@Ben Beachman 

It did not work on my own system when I tried it prior to writing my response, and I see no relevant commands on our Control Sonos with Amazon Alexa help page.

I don’t think that there can be a scheme that satisfies everyone. Unfortunately, everyone feels that their own scheme is obviously the best. A ‘10’ can result in wildly different acoustic levels, depending on speaker model, room size, and room acoustics. For nighttime listeners in small rooms ‘1’ can be too loud, but ‘0’ is mute. Over the years SONOS has tried adjusting the step size to expand the options between ‘0’ and ‘1’. This requires higher numbers for other listeners in order to achieve the prior acoustic level. This resulted in legions of complaints from users complaining that their unit is no longer as powerful as before, but in fact ‘100’ still results in the same output as before.