It sounds like it might possibly be a hardware or software issue. Have you tried a different cable connecting the two together? If the answer is yes and still no joy,  then you’re probably best to submit a Sonos system diagnostic report from within the Sonos App, note it’s reference and then contact/chat with Sonos Support Staff via this LINK  and see what the Staff can perhaps suggest to resolve the matter.

Try pulling the coax plug out of the Amp and reinserting it firmly. It sounds like the Amp is not detecting the sub connection.

Thanks for your input.

I will try connecting another sub and cable to the amp. 

Make only one change at a time to pinpoint quickly what the reason is for the problem. Otherwise, if the problem gets fixed you will not know what fixed it.

Hi there. 
I have now tested the Amp. With another subwoofer. And it works. That’s good news!

but. There’s still no sub adjusting option in the system app. That’s weird. I read that older Sonos products (five and amp) sold until 2016 wouldn’t be able to update and some of the features would stop working. Is this why? Can you tell me how old my amp is by looking at the serial number?

Your Connect:Amp was made in 1708 (the digits before the serial number), i.e. August 2017. That makes it a Gen 2, which can run the latest S2 firmware.

The Five is more recent. It was released in June 2020. 

Thank you! So that is not the cause of the missing Sub adjustment.

As far as I know, the Sub adjustment in the Sonos App is possible only if the Sub is also from Sonos. For non Sonos Subs, all that the Sonos Amp will do is send sub 80Hz frequencies to the Sub and the rest to the main speakers. Any Sub adjustment needed has to be done via controls at the rear of the Sub.

https://www.sonos.com/en-us/shop/amp

Under Power and Connectivity, the sub output can be set from 50 to 110 Hz cutoff frequency.

But here it says the cutoff is automatically adjusted, maybe they mean it switches in and out based on cable connection, as later they again say adjustable?

https://www.sonos.com/en-us/guides/amp

This then is a Sonos Amp feature my Connect Amps lack. It can’t be automatic for non Sonos Subs though; it can only be user selectable via the Sonos controller app. In the Connect Amp for a Sonos Sub, the cutoff is also not automatic, but user selectable. But for a wired third party Sub, there is no selection available.

In one place OP says he has a Sonos Amp, and in another, Connect Amp, which is the more likely. 

Thank you guys for your inputs. I found the problem. And I know I can adjust the level on the Sub.  Still, I have had this setup for a few years. Sonos amp. And a third party Sub. All the time it has been possible to adjust the sub output level in the app. 

Since you say you have found the problem, this does not matter, but how any Sonos product can adjust just the level of a third party Sub via the Sonos app would be interesting to know. And presumably you are referring to the third party Sub output level, and not the crossover frequency setting on the Sonos/Connect Amp. The only way it can do this is via the volume level slider on the Amp, which will change the output levels sent to both the speaker terminals and to the Subwoofer jack on the Amp: are you suggesting that this is was not happening?