Use a different music service, many others can do this through the Sonos app but Apple: not so much. Or ask Apple to add that feature.

Sadly that’s not an option. Apple has the feature in general, it’s the Sonos app that’s missing it. Thanks for the attempt, have a good one! 

I know it is non-intuitive, but anything missing from an individual music service is the responsibility of the music service.  Each music service uses the Sonos API to implement their version of the Sonos UI.  If the capability is in the API (which it is, other services use it), then it is up to the service, in this case Apple Music, to incorporate that feature into their implementation.

tl;dr - Ask Apple why it’s not there.