After call to Sonos Support they admit a bug of the latest Sonos speakers that come with wifi 6 support. The list of affected devices is:
Era100, Era300, Move2, Arc Ultra
And the problem only exists using Airplay from within Windows iTunes / Apple Music / Roon-app.
Airplay from Apple devices to the mentioned devices works fine.
The Sonos devices are visible as Airplay devices, you can connect to them, audio is playing but there is no sound on the connected Sonos speaker. Switching Airplay to another Sonos (non wifi 6) device immediately plays audio on the selected speaker.