If you use the Sonos app, your speaker is pulling the audio stream directly from Apple’s servers (assuming you’re using Apple’s streaming service, not your local library). If you Airplay from Apple Music, your computer/phone/tablet is pulling the stream, and then streaming it to your speaker(s), meaning that the audio is dependent on whatever device you’re using being available and within range. If it’s a mobile device it’ll be draining the battery.

Especially now that Apple has updated its interface within the Sonos app, I always prefer to play from there. If we could get Apple Music’s Infinite Play option in the app I doubt I’d ever use Airplay again.

That’s a great answer, it makes sense ‘cutting out the middleman’. Aside from the battery issues you describe though, am I right in saying the quality in the streamed audio ( assuming Apple servers in each case) is the same, ie lossless, spatial audio where available?

Using the Sonos app:
What is the streaming rate and streaming format for Apple Music on Sonos?
64kbps HE-AAC, 128kbps AAC, 256kbps AAC

Whereas Airplay can do lossless. Dolby Atmos from Apple Music is possible using Apple TV 4K