Maybe check the network connection to each of your Sonos products and perhaps try to get a decent wireless SNR level (45dB or higher) as mentioned in this link… 

https://support.sonos.com/en-us/article/understanding-the-network-details-section-in-the-sonos-app

Also check the below link for reducing WiFi interference. I’m finding the volume controls okay when interference has been reduced to a minimum and have a good connection to my devices, which I have steered into the faster 5Ghz WiFi band, wherever that was practicable.

https://support.sonos.com/en-us/article/reduce-wireless-interference

There are several hundred post long threads with people describing these issues. The hypothesis is Sonos’ implementation of mdns/websockets/tls and Sonos cloud is f’d up and causing these types of issues. 
It could be your network but keep in mind these symptoms are being reported by many with no solution. 

I find volume changes slow to respond and I know that its not an issue with my local network. Truth is that the whole App is slow.

My current solution is to change volume at the speed Sonos can handle i.e. press, wait, press again until I reach the volume I want. It may be painful but it does work 

Yeah the speakers literally can’t handle the packet volume. It’s crazy that Sonos released such a bad app and over two months later it’s still totally f’d 

What’s crazy, or stupid depending on your view, is that they are persisting with:

Fail Fast

Fail Forward

The firmware update that needed the app update that they pulled demonstrates that they are not learning from their mistakes. 

I’m not seeing the slow response of the volume controls, as mentioned here with any of my Sonos rooms (grouped, or ungrouped). My thoughts are that if the issues persist for you, then maybe go onto reproduce the issue and immediately submit a Sonos system diagnostic report from within the Sonos App, note it’s reference and then contact/chat with Sonos Support Staff via this LINK and see what the Staff can perhaps suggest to resolve the matter.

I’m not sure when the Sonos App is next due to be updated, but there are rumours it maybe soon and so see if that may perhaps help sort things for you. If not, then go onto make Sonos aware and give them the diagnostic data etc.

I saw this in the early version of new App, its now a lot better, I see similar to @Ken_Griffiths steaming ‘low’ bandwidth with grouped speakers using both iOS & App.

However, when streaming Apple Music hi-res, there is a sub second lag to some grouped speakers when adjusting volume using iOS, less noticeable using WIndows App. 

I’ve also noticed the iOS App volume controls are too fussy where you slide from, you have to been spot on when you touch, ie exactly touch the volume dot. You can’t just touch near the dot and slide, this could also give the impression of unresponsiveness. It would be better to be able slide the volume, even if you have missed the dot slightly with your fingers.

To me, its not perfect, but it certainly usable now.