Indeed, Sonos has removed this basic ability, along with Play-Next, Add-To-Queue, searching local libraries and other basic capabilities. They think those are all extras that only a few people need - a Sonos staffer said:

This revitalization of the Sonos app is our most ambitious software update yet, and aims to address what our customers have been asking us for. It’s a huge undertaking, and we are taking the time and effort to ensure all features work seamlessly and meet both our standards and the standards of our listeners. With this commitment in mind, features such as playlist creation and queue editing within the Sonos app, sleep timers, and local library support will not be available at launch, but will be added to the app on a rolling basis over the coming months.

here:

You can tell ceo@sonos.com how you feel as no-one is offering support here and the phone lines are jammed.

Very sad to hear....

I cannot believe they have removed this functionality… not being able to save asong from Sonos to a Spotify playlist..,

I wrote this to ceo@sonos.com

To the Chief Executive Officer,
After years of building Sonos systems at our farm, our cottage and our city properties - and through our architectural counsel more systems - we are sadly making the decision to abandon Sonos as an ecosystem. 

Being able to listen to a Spotify radio stream for instance on any of our Sonos systems was fundamental to our engagement and relationship with the Sonos app. But that is not the case if you delete all the lines of engagement and interaction with our streaming sources (and I’m sure you know exactly how many stream other services besides Sonos). You have removed the human interactive component that made your product functional let alone superior. We could add songs to Spotify Playlists, Favourites or Liked songs. And we did. All the time. Constantly. It’s how we built a universe of rewarding playlists. 

Just this afternoon, we were thinking of adding speakers to the outdoor areas at all properties until I noticed this significant degradation to your app. Its devastating. Please reconsider this change. I am sure there is a significant community that shares my disappointment with otherwise an innovative, progressive, and forward thinking company.

Sincerely,

Gareth Seltzer

I also wrote just now to ceo@sonos.com to let him or her know how unhappy I am that they removed this functionality from Sonos. There are other issues with this update and it may be that I will have to abandon Sonos and move on if these issues are not resolved. 
 

I hate it when someone updates their product and makes it worse. 
 

Steven Jeffery

I wrote them too.  What kind of self-sabotage is Sonos fixin’ ? 
the update is pretty (visually) but pretty freakin’ terrible in term of lost functionality etc. 
Geez! 

Well l am one of the "few" and it's

the app for me!

Worst update ever, for any app.  What in the absolute hell.  I (used to) use the Add To Playlist functionality many times a day - every day.  This is the 3rd or 4th glaring loss of functionality in this update, along with the app now taking about 20 times longer to even recognize the system on my wifi, refresh with current playing music, etc.

I think the new app is a disaster. Not in the least bit intuitive. I fail to understand how you might find this improves the user experience. The removal of the ability to save a track to a Spotify playlist is really annoying as I have been in the habit of using Spotify as my playlist receptacle. I also find the process of selecting where I want to play music really irritating. The old facility worked perfectly well. Again not in the least intuitive .

I am so sorry that they removed the feature. I am now using dumpmedia to transfer my songs to MP3 format to enable playing on sonos.