Yeah unfortunately the Sonos app "trumps" Alexa, so basically you need to do the grouping in the Sonos app first, before being able to control with Alexa. Really goes against the whole convenience factor of Alexa in a huge way, so hopefully this will get fixed soon. I'm assuming it's a Sonos issue because this is basically how their app works anyway -- each speaker seems to remember what other speakers it was grouped with and what the group was playing, and Alexa doesn't seem able to override this. Also see https://en.community.sonos.com/amazon-alexa-and-sonos-229102/groups-and-alexa-6791450/index1.html#post16151174