Just FYI, Sonos created an API which any stream service provided can use to present their services within the Sonos app.  If Pandora has the feature, there is nothing stopping Plex from doing the same.  In other words, all Sonos can do is pass your request on to Plex and maybe provide some coding advice if needed.  You may get better results if you talk to Plex directly.

Thanks for that info. I will definitely reach out to Plex.

@der_Mechaniker if you have an iOS device a partial solution would be to use PlexAmp to initiate playback over airplay to your Sonos. You can switch to the Sonos app to control playback. If you want to rate a track switch back to PlexAmp and rate it. 
 

That is what I have been doing, but there some elements to that experience that are kludgy.

1. Plexmp doesn’t seem to allow you to “clear” what was last playing. If, in a new play session, you wish to change musical directions, upon selecting a new track, it seems to play the previous track through Sonos momentarily before switching to the new track and this is messy.
2. This seems to have started semi-recently (although it’s probably been a year+, but time escapes me), but when I start a track in Plexamp over Sonos, it plays for 20 seconds and then pauses. Once I tap play again, it plays indefinitely.
3. If I pause music within Plexamp and some length time passes enough where everything goes to sleep, when I resume playing, Plexamp “rewinds” about a page and half back in its previously played tracks list and resumes playing from there.
4. The way in which you select which Sonos speaker(s) you wish to utilize is also kludgy — an Apple implementation rather than Plex — and you can’t group and un-group there, which in my case is annoying.
5. I can’t selectively control volume within PlexAmp.
6. Ocassionally, for reasons unknown, Plexamp and Sonos get out of sync and Plexamp no longer seems to control Sonos. This doesn’t happen frequently, however.

In short, the reality is I end up having to switch to  the Sonos app regardless, which I’m then hamstrung by for its own reasons.

Frankly, I’m frustrated here by the user experience with both systems in that they feel poorly integrated and overly clumsy in their control of basic features that, given the slickness of the technology, ought to work better together.