Not sure what you mean by “I have compressed audio”? What is the connection to iHeart radio?

Compressed audio is a line in setting, not a streaming service setting. Sonos has no control (or knowledge) when an advertisement is playing. The streaming services send no notification of such to Sonos. 

It’s an old trick to make sure that you are paying attention to the advertisement. Advertisements are highly “compressed”, meaning there is little difference between quiet and loud. The compressor fusses with the Volume such that quiet passages are made louder and louder passages are made quieter and there is very little difference between loud and quiet. A complication is that music levels can vary a lot from track to track. There are constant complaints from listeners that track ‘A’ is too loud while track ‘B’ is too quiet, and this requires constant fussing with the Volume control while listening. The commercials are typically sent at a fixed level that may or may not be compatible with track ‘A’ or ‘B’, but the commercial will likely always be audible. 

Audiophiles will criticize anything that has been compressed, but compression can be very beneficial when used properly. In very noisy environments quiet passages will disappear into the room noise. If the Volume is elevated to the point where quiet passages can be heard, the loud passages can be at or beyond the threshold of pain. Record companies learned that highly compressed releases sell better than uncompressed releases because most listening is done in noisy environments, such as in an auto or out on the street. Under these listening conditions the compressed release sounds better to the listener and will sell better in the marketplace. It’s a no brainer for the producers. The audiophiles have a valid complaint when this highly compressed release is played on good equipment in a quiet room because the release sounds bland.

Unless we can develop a universal standard for track and commercial loudness, there is not much that can be done about this issue. In the case of commercials, some services offer a premium tier without commercials, but we are still stuck with the differences between tracks ‘A’ and ‘B’.

In my opinion tracks and commercials should be sent uncompressed and a compression function in the player can be adjusted by the listener for the current environmental conditions. In bygone eras this extra hardware could be somewhat expensive and complicated to use. At this point the extra hardware would add a few cents to the integrated circuit cost and the user adjustment does not need to be any more complicated than adjusting screen brightness. I suppose that this adjustment could be automated somewhat as screen brightness is now automated.