There isn’t an album limit on My Sonos, but there is an item limit. I believe the limit is 70 items. So if you want to add more albums, you need to delete some of your other favorites (songs, playlists, artists, stations, podcasts) in My Sonos to make room for more albums.
If I had to guess, Sonos allows a limited number of items because the purpose of My Sonos is to have a place in the Sonos app to easily access your favorite music. If they allowed a limit of 200 items, it would clutter the space and make it more difficult to find your favorites. You might as well just use the Search function at this point. Also, I would guess the majority of users don’t need any more than 70 spots.