This is being posted after contacting both Sonos and Samsung support.
Using Sonos and playing MP3s on the phone, after playing until the phone sleeps, the connection stops, stopping the music. So, the screen is black. If the phone is then picked up and the lock screen appears, the music connection continues.
I've contacted Samsung support, who feel the issue is with Sonos. Their reasoning is, the phone stays connected to wifi for mail and text, so why not the Sonos wifi connection. I have also changed MP3 players with no change in behavior.
Both Sonos Roam and other bluetooth speakers play the MP3s without any interruptions.
Posted internet solutions for Samsung phones provide instructions which do not match my Samsung S22+ options.