Playing Music from Sonos App to Ace Ultra Headphones Not working

The app doesn't play music, please tell us the steps you are using to play. 

I think people are getting mixed up by semantics.  Except for one important point - “Playing from the app” is a perfectly reasonable way to state how you are playing your music, but please note the app is NOT playing any music.  Which is a nit picky distinction, except very frequently people blame the Sonos app as if it were handling the central processing and media player functions for the whole system, when it is really little more than a glorified remote control.  And if your TV all of a sudden got a lousy picture or couldn’t play any sound, you wouldn’t blame the remote control.

The Sonos controller remains a remote control, much like the remote control for your TV. The TV’s remote doesn’t play the content you watch on the TV, it merely tells your TV what to ‘tune’ to, and play. The Sonos app (frequently called the controller) does exactly the same thing. It tells your system (speakers, usually) what to ‘tune’ to, and play.

Nothing plays ‘throigh’ the Sonos app, whether you have it on a PC, or mobile device like a phone.

„Cutting that hair“ seems quite important to show, that the Sonos app isn’t the reason for the issue in this case. 
But in the end the issue exists and I think it’s worth to talk about that and possible reasons, too. 
I suppose the connection between Ace Ultra and the needed compatible device isn’t working. I also had this situation and got to solve it by first playing some content on the compatible speaker. After that I was able to initiate a playback on the headphones directly using the app. 
I know this only could be a workaround and the question still is why it isn’t working like expected on the first attempt.