When does Loudness activate

The details of Loudness in general and what is known about how it works on Sonos are at the link you posted.

Specific information on the Sonos Implemention are not available as far as I recall.

It is best to not mix volume control across two different systems, either use the Sonos volume control or the on on your other equipment. Definitely not good to mix Loudness across two systems as it is level dependent on the volume setting and can't compensate for the other device setting across the connection.

As to when it “kicks in”, the loudness function is active as soon as you turn it on. It doesn’t gradually turn on. If you turn the volume up, you’ll want to turn this function off. It‘s purpose is to compensate when listening at low volumes.

The “loudness” characteristic of each ear is different and varies over the ear’s lifetime. If you had a control that accurately followed the characteristics of a given ear, the control would need to be calibrated to the ear’s location in the room.

Many years ago some home audio equipment had two controls to adjust output. A linear “level” control was set once, then a somewhat tailored “loudness” control was used for minute by minute adjustments. Unfortunately, no practical means were provided to accurately set the “level”. Even if the listener had an accurately tailored “loudness” control, the “level” control would need to be readjusted as the ear moved.

Bottom line: If the “loudness” setting seems to be constructive, use it; if not, ignore it.

"Where it kicks in" isn't a standard for home audio, there is one for home theater.

As Loudness is a compensation curve with volume and frequency axis the compensation level varies based on both. As Sonos has complete control on their integrated products they could set calibrated levels, they haven't stated this either way that I have seen. Now for the Amp, they have no control of the external speaker efficiency so actual sound levels are unknowable. The Port adds not knowing the amplification amount making the settings doubly (?) Unknowable.

No matter the decisions on what level to start applying the Loudness compensation at, above that point it ideally makes no changes to the audio. At levels below the set point the compensation begins, small changes near the setpoint, larger below it, increasing compensation as levels decrease. In less than ideal situations there is no telling what the Loudness button actually does, it could simply be a low frequency boost at lower volume levels.

https://en.wikipedia.org/wiki/Loudness_compensation

Correct loudness compensation requires a calibrated system with known listening level. Audio level at a listener's ears depends on the listening environment, listener position, speaker sensitivity, as well as amplifier gain. For loudness compensation to work correctly, the playback system must also accurately assume what volume level was used in mastering.