Odd, I certainly use Alexa to control all of my Philips Hue lights, having installed the necessary module for Alexa to access them. Note that Alexa isn’t a Sonos product, though. Amazon owns it, and all Sonos does is pass your voice from the microphones on the speakers to the Amazon cloud where all the computing is done. 
 

Also, at least right now, Sonos is somewhat lured by the fact that the majority of their sound bars are hampered by an optical connection, which doesn’t apparently have the bandwidth necessary to carry a Dolby Digital Plus signal. It’s only the Beam, with its HDMI-ARC capability that would be able to receive the signal and potentially decode it properly, and I suspect that there has been some amount of restriction in adding the code necessary to do so due to the memory limitations that is causing Sonos to split their devices into ‘modern’ and ‘legacy’ , although that’s speculation on my part. 

Thanks.

I use the ARC connection and the default  on netflix is Dd+ which means there is no sound from the Beam or tv until the netflix (via a firestick)audio is manually reset. Then the sound is not that good.

I will have to look further into Alexa controlling smart plugs but lot of forums seem to say that  the Sonos system is limited. In two mths had no success. Work fine with my Echo but via sonos it says ok but nothing happens. 

Cheers

My Beam and Ones work great for Alexa. Also for lights. Suggest you try resetting the Alexa-setup. 
 

The DD+ is an issue. I solved it with an Apple TV as this can transcode anything to DD 5.1 which is supported. I know it’s not a great answer, when you have a Firestick. 
 

It does seem that something is wrong though. The Beam shouldn’t be fed DD+ if the handshake is working as the handshake should ensure that the Beam receives the right file format. 
 

Have you tried changing sound output on the TV to automatic or DD (not plus)?

The Beam will always request Dolby Digital when connected via HDMI-ARC, since Sonos can not interpret Dolby Digital Plus. 
 

And indeed, as Tejs suggests, the control is setup via the Alexa app, Sonos has no part of that situation, other than sending your voice to the Amazon cloud, and then sending the response it receives out along your network. 

Sounds like your TV is asking the Firestick for stereo instead of DD 5.1, which is how it sounds “worse” than terrestrial TV (which uses DD). Check your Firestick settings and your TV audio setting, and tell us which TV it is. Some TVs require hidden menus or EDID managers to tell devices to give them DD.