Update. Sonos seems to be over riding the external headphone jack too. 

Are you streaming music using the Sonos app on your laptop? If so, the Sonos app is just a controller for your Sonos speakers that is completely separate from streaming music from your laptop over Bluetooth or playing music from your laptop to a pair of wired headphones or computer speakers.

I’ve tried several apps and not the Sonos app in particular. If I change the speaker from the task bar (or from Settings) on the Mac all I get is Sonos whether it’s set to my AirPods, the MacBook speakers or the external headphone jack. If I kill the Sonos app it makes no difference. I took my Mac to a friends house who doesn’t have Sonos and everything worked. For some reason Sonos refuses to relinquish control  even though though the Mac says that it has. 

Are you playing the music to your Sonos speaker over AirPlay? You can turn off AirPlay on your Mac by selecting the Mirroring icon on the top menu bar and select Turn Mirroring Off.

The speakers are not airplay. 

The Sonos speakers show up as airplay as well as my receiver and a TV. The three speakers at the top of the list are the ones that Sonos seems to be over riding. 2. Office and living room are sets of Sonos speakers. 

You said your Mac is connected to your Sonos system and the sound continues to come out of the Sonos Ones even when you try to use your AirPods or headphones. How exactly is your Mac connected to the Sonos Ones?

I think this is what is happening.  You are playing music using the Sonos app to your Sonos speakers.  It is impossible to play this stream to any other speaker or headphones or whatever, using the Sonos app.  The Sonos app is not a music player, it is a remote control for the Sonos system.  It is actually the Sonos speakers that fetch the music and play it.  They will continue to play until you press the stop button on Sonos.  Closing the app will not stop the music playing.  This is all true whatever the source - including music stored on your Mac if you are playing it through the Sonos Music Library.

Next key point: the choice of speaker in the screenshot you posted has no bearing on Sonos whatsoever.  Whatever you select here, Sonos will play through the Sonos speakers because that is all it can do.  You would need to be playing music directly from the Macbook using some sort of music player for this to have an effect.

One thing that surprises me is that the Airpods are stated to use Bluetooth rather than Airplay, but I don’t know if that is right or not.  Ediit: I assume that this is an alternative that allows you to play non Apple sources to the Airbuds.

The bottom line is this: it is impossible  to play music that is playing on Sonos speakers using the Sonos app to any other form of speaker. .

I don’t think it is overriding anything.  If you are using the Sonos app the sound cannot come out of hrsadphones.  if you are not using the Sonos app, then you can direct the stream where you want, but you have to choose, and not use the Sonos app.  Using Airplay you could play to Airplay compatible Sonos speakers or to Airbuds.  But it looks like you are using Bluetooth to play to the Airbuds, and i don’t know why.

Just press the play pause button on the Sonos speaker?  Then sort out your laptop issues.

I think this is essentially it.  If you want to listen through Airbuds, stop using the Sonos system because it doesn’t do that.  When you have stopped the Sonos, use a music player and either Airplay or Bluetooth to play to the Airbuds.

I was just trying to explain the whys and wherefores, possibly overdoing it!