Best answer by Edward R
The long answer:
There was a time when the pause button was actually a mute button, and it would only affect that speaker in an entire group. After many complaints and a lot of feedback, Sonos opted to change this. Though that was at least 4 years ago, I don't remember exactly when.
The short answer:
What you are encountering is expected behaviour.
If you want to stop one speaker and one speaker alone, the volume button is the way to do that. You'd have to turn it all the way down. Do let me know if you have any further questions.