Do you use another Amazon account from a non US country?
Please see the actions below:
Account Linking - Some form of Account Linking or Authorisation has not completed successfully. There are a number of causes for this and it's best to try these steps one at a time and test before moving on to the next step if the problem persists:
2.1/ Open the Alexa App>Skills>Your Skills>Sonos and 'Disable' followed by 'Enable';
2.2/ If you have multiple Amazon accounts logged into different Apps on your device, this can confuse the Amazon Authorisation. Please ensure that you log out of all Amazon related Apps and accounts and then complete step 2.1 again;
2.3/ If the problem still persists, please logout of all Amazon accounts then select the Alexa App>Skills>Your Skills>Sonos and 'Disable. Now power down all Sonos devices for at least 10 secs, allowing for any wired devices to boot before booting the remaining Sonos players. Now log back into the Alexa App>Skills>Sonos and 'Enable'
Please Retest