It seems you are barking up the wrong tree with your questions. All of them are pointed at Sonos, but should be pointed at the diffrent music srevice providers that eitehr need to change their interaction with the Sonos app (for the radiostations) or introduce a Spotify Connect like feature - this last point may also involve some work for Sonos.

TuneIn does exactly this based on your zip code:

I can see only Sonos radio.

Looks like you need to add the TuneIn service to your Sonos system.

TuneIn is the only music service that knows your location (based on your Sonos account settings).