After Mac OS 10.15 Catalina update, Sonos Mac App can't find Connect, but can find Play:1

That’s odd. The Sonos app on both Mac and phone are merely remote controls, that contact the software running on the Sonos system, so it seems unusual for one to be able to connect to all devices, and the other connect to just one.

I think what you may be experiencing is a difficulty with the CONNECT dropping off your network, and it happens to coincide with when you’re trying to connect to your Sonos system using your Mac. But I’m guessing here. There’s not much to base a full analysis in your post. But at the very least, I’d start with a refresh of your LAN. Unplug your Sonos devices from power, then reboot your router. Once the router comes back up, plug back in your Sonos devices. That forces them to reload both the Sonos software, and any network information necessary.

However, if that doesn’t work, the next time you can reproduce this “missing” CONNECT on your Mac, within 10 minutes, I’d recommend that you submit a system diagnostic within 10 minutes of experiencing this issue, and either post the number here, or contact Sonos Support to discuss it.

I usually suggest the phone folks, they have more tools available, but are only available Monday through Friday during business hours. Both the Twitter and Facebook support folks are available 24/7.

There may be information included in the diagnostic that will help Sonos pinpoint the issue and help you find a solution.

try to reboot your router first then reboot all SONOS devices

check also the network settings in the SONOS App; look for Settings, System, Network (check if wifi is enabled) and look for Settings, System, AirPlay if ‘Group Non-AirPlay Products’ is enabled.