Difficult for anyone to comment without hearing these things playing the same source audio in their environment - You haven’t mentioned if you swapped their places, physically, in the Home to see if that made a difference? …Assuming that it doesn’t and you still think there is an issue with the bass on the new speaker, then maybe submit a Sonos Diagnostic Report and note it’s reference and then maybe contact/chat to the Support Staff via this LINK to see if they can assist.

In fact, I didn't swap their places. I tried to unpair and listen to each one separately on the same EQ settings. The difference is smaller, but it is. The older speaker has a deeper and soft bass. I'll do a dianostics.

So much of what you hear depends on where the speaker is placed, that the switching suggestion makes sense to see if the problem also switches around. If it does, you know it is the speaker placement that is the reason.

I swapped the speakers left and right. I calibrated the Trueplay. Interesting situation, both started to play very similar bass. The new Five gained bass, but the old Five did not lose bass after switching seats.

Well perhaps to help put your mind at rest, you can still go onto maybe submit a Sonos Diagnostic Report and note it’s reference and then contact/chat to the Support Staff via this LINK to see if they can see if there are any issues, but it sounds like things are starting to get there and all is okay, perhaps? 

Support found no problem with the speaker. A possible cause could be a software "bug". Problem solved. Thank you for the tips and hints.