The majority of Sonos products go into low-power standby when not being used. Their standby power consumption is shown in the link below. The devices are meant to be ‘left on’ in standby/sleep mode and ready to be called into use. The only time to power them off at the power socket, is perhaps when you’re on vacation/away from home for a some days and the system is unlikely going to be used by anyone.
https://support.sonos.com/s/article/256
With that said, some Sonos products can be powered off and for further information about those, see this link:
https://support.sonos.com/s/article/985