Check your Apple settings. I don’t recall offhand which it is, but it isn’t (or in the past, hasn’t been) Sonos asking for that data. 

Try the solution in the following thread:

I’ve worked out why AirPlay is asking me for a password now. This may not be everyone’s issue but my iPhone is company issued and they have recently tightened their Mobile Data Management security settings to request a password if AirPlay is requested. Not sure how this protects the company but it means I can’t connect my music to my Sonos beam anymore 😩

Did you read the linked thread?

Separate link, but the Airplay on Sonos Restrictions and troubleshooting support page does mention the potential MDM restriction.

• iOS devices that have been issued by a company or organization may have Mobile Device Management (MDM) settings enabled that can restrict AirPlay. Contact your organization’s IT department for more information.

​@Brenunited - I suppose if a device was able to use the Airplay connection to somehow infiltrate your company iPhone then it would be a security risk, so your company has blocked that from potentially happening.