When I try to open my Sonos app from my IPhone 11 Pro, it shows gray acreens

That’s a different issue than the app not running. The app is running, but it’s not connecting to your speakers. 

Make sure your iPhone is connected to the same WiFi that your speakers are running on. It might be valuable, depending on your router, to be sure the iPhone is connecting to the 2.4Ghz side of the router, and not the 5Ghz, some router’s have issues transferring a signal across the two bands.

Is there a chance you’re running a mesh network of some type, or network extenders? Try connecting one of your Sonos speakers to your base router device with an ethernet cable, then test to see if it works. 

The issue is only on iPhones 11 Pro. The other devices work properly.

If you’ve adjusted the local network settings then, I’d recommend first trying a delete and reinstall. Failing that, I would recommend that you submit a system diagnostic within 10 minutes of experiencing this problem, and call Sonos Support to discuss it.

There may be information included in the diagnostic that will help Sonos pinpoint the issue and help you find a solution.

When you speak directly to the phone folks, there are more options available beyond just the diagnostic analysis.