Nintendo Switch only supports LPCM for surround sound so until the Arc is updated to support LPCM (it’s in the works) then it will just play stereo for the time being. 
 

However you still will still need a tv that supports LPCM passthrough via eARC for it to work anyways. 

Got a Switch and Sonos Arc, on a LG oled55b9

connection through hdmi 2.1

If I choose "surround" it just doesn't play right: the test plays 6 chimes but I can hear 4 or 5, and while playing games it's clear that sometimes you're losing something (a track, a piece of speech, ... )

That's a pity! 

Yes, same here. Arc plus rear speakers doesn’t offer full surround and as a result, you lose some of the sound stage. 
For such a supposedly high-end piece of kit priced the way it is, this is just yet another reason why I’m considering sending mine back.