I’m 99% sure the answer is: no. 

No, the app doesn’t play music, it is merely a controller, and as such cannot connect to the radio stations to play them through the phone to the air buds.

And there are no Bluetooth generating devices in the current Sonos lineup, only some that can receive a Bluetooth signal. There’s no indication in the rumors about upcoming devices that they would change that stance. 

@Sugar1 

As explained it’s not possible at the moment what you would like to do. 
But imho Sonos should think about ways to use Sonos RadioHD on other devices. It’s also a similar streaming service as others are, and therefore it would be nice to use it e. g. on your mobile for a run. A Sonos Radio App for iOS and Android might be a second good reason for Sonos Users to pay for Sonos RadioHD.  
I‘m sure one of the mods will set it on the wishlist.

Thanks definitely on my wish list.