I just started using Amazon Music and noticed the same. I just wanted to see the queue in the Amazon app, but it changed to grayed out as soon as I connected to my Sonos speaker. Similarly, you can’t see the badges for Ultra HD and HD if you play from the Amazon app to Sonos. If you start playing from the Sonos app, you can see the badges and the queue. I would rather play through the Amazon app, but it seems they’re not integrated quite well enough. 

Sounds like this should be a ‘feature request’ sent to the Amazon Music App developers, as it is their App that does not provide the ‘add to queue’ feature, but maybe there are technical reasons on their side why it gets removed from the AM App menu options.. but there are workarounds such as creating a playlist etc; and sending those to Sonos.

I personally choose to use the Sonos App, as that does allow the option to add AM tracks to a playing queue and also, just at first glance, it seems the Spotify native app will also allow this too.

I think the reason you don't see the HD and Ultra HD displayed is that you aren't getting them. When you cast from the Amazon app to Sonos you only get standard lossy.

At least .... that's what I think I remember but can't find the printed evidence at the moment 

Edit - not sure this post is correct.  I'll try to confirm  

Not according to what’s been published on the Sonos site. “Sonos currently supports streaming hi-res audio from Amazon Music Unlimited (which streams up to 24-bit, 192 kHz). In order to listen to hi-res audio from Amazon Music on Sonos (which Amazon calls “Ultra HD”), you’ll need to sign up for Amazon Music Unlimited. (Note: when streaming on Sonos, the maximum sample rate is 48 kHz.)”

https://blog.sonos.com/en-us/hi-res-audio-guide

They also talk about how you can see the badges on the Sonos app in some article I read yesterday. 
 

after writing all that, I realize that’s not what you were saying exactly. 

Yes @John B was referring to playback over the Amazon Music ‘Connect’ feature - if you want HiRes (or Atmos) audio playback on compatible Sonos devices, then you need to use the Amazon Music Service that’s available within the Sonos App.

There is no question that it is possible to play HD and Ultra HD in Sonos using Amazon Music within the Sonos app, (it depends on your AM subscription and speakers but it is possible.)

When HD became available I am pretty sure that streams launched using Alexa played lossy up to 320kbps 

I also recall that because casting from the Amazon Music app uses Alexa software, the same limitation applied to the AM app played to Sonos speakers.

I am not totally sure my recollection is correct. And since that time HD has become the default quality for AM Unlimited.

So basically I am not sure. But I suspect that quite a few users have been listening to lossy thinking it is lossless, unable to hear any difference. 

I last tested the use of the Amazon native app with Sonos in April, measuring the bandwidth to a player. I found that casting was at 16/44, whether the content was available in HD or UHD.

It was a bit awkward to measure, as the player buffered about 50MB at the start of the track, which in many cases encompassed the entire track. With longer tracks the buffer eventually needed topping up, and a continuous stream was then observable. 

I haven’t monitored an Alexa-initiated stream.

Thanks @ratty . Perhaps it changed when HD became the basic speed for AM Unlimited. 

But that doesn't really matter. Thanks for confitming what it is now (or was recently).