It’s up to Apple to allow that functionality for ‘remote control’ apps. They allow it only for audio players, which Sonos is not,  on the iOS device right now, not for remote control apps like Sonos. 

As stated, Apple development rules state that volume buttons and lock screen controls can only be used by apps which are media players.  They cannot be repurposed to control 3rd party hardware like Sonos, or Apple threatens to remove them from the App Store. 

Sonos was previously using a hack which played a silent file in the background, tricking iOS into thinking the Sonos controller was a media player.  Apple found the hack and issued a cease and desist order.

For what it’s worth, if you use AirPlay then you can use the volume buttons because the media is playing in the phone.