That sounds a lot like you have an issue with wifi interference . I’d take a look at the linked FAQ for any potential solutions. 

The base premise that i’m working from is that your controller isn’t immediately connecting to the Sonos speaker to tell the system to change the channel….until your second attempt. This is not a common issue at all. 

I’ve noticed the same problem. It started happening a month, maybe two, ago. I’ve been through all the WiFi checks as that is always the assumption. For me, it’s not that the speakers are not getting the message. I mostly listen to NPR stations which play messages from underwriters before the feed starts. When I change channels, I hear the messages from the station that was already playing. So, it changes, just to the station I was already listening to. The second attempt seems to always work. Also, two of my speakers are hardwired to the network. I’m often changing stations from my laptop that is also hardwired. I do have the same issue using my phone. Like the OP, the controller says I’m listening to the new station while the speakers have just restarted the feed from the old station. I can change stations from my laptop, see the station change on my phone, but hear the old station.

That makes me wonder if the URL has changed slightly since it was saved as a ‘my Sonos’ favorite. I’d be tempted to delete the current favorite, and then set up a new one as a test….

But if that didn’t work, I’d submit a system diagnostic within 10 minutes of recreating 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, they have tools at their disposal that will allow them to give you advice specific to your Sonos system and network.

This is also happening to me starting the last month or so. The tune-in station appears to have changed (logo updated to new selection), but it's still playing the old station. And it takes me 2 or 3 times reselecting to get the tune-in station to switch.

Also, I use the alarm in the morning with a tune-in station and it has started to play the station that speaker had played previously instead of the one I have set for my alarm.