This is not a Sonos function. You where commanding your Playbar directly and its optical connection had no means of letting the TV know volume had changes, whence you had nothing on your screen.

The Arc Ultra is being commanded by the TV (via HDMI-CEC) and now the TV knows volume is being changed and shows it on the screen.

It’s annoying is there nothing I can change then to fix it and thanks by the way for the explanation , I see an optical connection in the Sonos arc but need a cable I assume 

You could try using an IR remote instead with Arc Ultra.

I can use IR remotes that do not show volume adjustments on the TV screen, but using the TV’s LG remote will display them.

You don’t want to change to an optical connection as that will restrict the available audio formats. Atmos for example is not possible over an optical connection.

Thanks but I have used the phone Sonos app and turn up on that but the tv still recognises it’s being adjusted ? Is that not the same as infared?

No, using the Sonos app on your phone won’t be using IR.

I had a Samsung TV connected prior to the LG and I don’t recall the volume display ever showing on the TV anytime I adjusted volume in the Sonos app.

Is the sky remote not infrared?

There are various sky remotes. Some of them use Bluetooth to connect to the Sky box, which is then linked by HDMI-CEC to your TV.

I have an old Sky Q touch remote that I use, but volume control is over IR.