I have the same issue, but in my case I use the Google assistant.

What is interesting is I have several Sonos Ones around the house and they all work fine, significantly better than the Move. I literally have to shout at the Move to get it to recognize the wake word, but can talk normal to the Sonos One.
 

It would appear as though the microphone sensitivity needs some tweaking. So question to the Sonos team, Is this something that you are aware of and working on?

Same here. I bought the Move because I wanted something better quality than the Amazon Echo. I am amazed by the sound quality but the fact I have to shout Alexa just to do anything is a massive disappointment. Regardless of volume, I could just say Alexa with the Echo and it would react straight away.

I must say, I expected a lot more from Sonos, especially as all the reviews raved about how intelligent the microphone is for tweaking sound. Why can't that same intelligent microphone hear Alexa when I say it or even shout it?!?!?!

I’m the OP.  I just ended up ordering another Echo 3rd generation for $100 and relegated the Sonos Move to only be used when I go out on my deck. I couldn’t handle screaming or repeating myself until it recognized me. It’s great for a portable backup smart speaker.  There should be a note in reviews on this product it’s an additional speaker not a good replacement for your primary Echo. 
 

There is huge difference as the Echo hears me everywhere on the first time.  What a pleasure. 

Totally agree I have to shout or repeat for Alexa to respond

Other services are the same so this is mic sensitivity. Disapointing as a deaf intelligent  is sort of useless