The Ace are Bluetooth headphones, and the only way they can be linked to the Sonos app is when swapping music/sound from a Sonos soundbar to the Ace using the music swap feature. 

Just an addition: the Sonos app does not do music. It tells the speakers to fetch the music from Spotify. The app is a remote for the system. Since the Ace is indeed a bluetooth headset and not a speaker in the normal Sonos sense it cannot connect to Spotify without the Spotify app (on bluetooth) or a Sonos soundbar.

I would have thought being a Zone Player would have been top of the design priority list for a set of Sonos Headphones.

You’d think!

My prediction, if there is a market, an upgraded zone player, possibly roam or roam type device without speakers will be able to achieve this, as a portable zone player, connected to Ace via cable or bluetooth. An Ace ‘zone’ is only really useful for a subset existing Sonos users with specific use cases, such as local library and/or line in (turntable), which statistically is a minority, albeit important minority, some with deep pockets.