Once the device setup is complete, the Sonos App uses (multicast) mDNS - device discovery to locate your product on the LAN - perhaps something on your controller is blocking that discovery, such as VPN client, or it might be a router setting, such as WiFi segment isolation, or even other things such as WiFi extenders or switches on the LAN that are interfering with the device discovery packets.
It’s probably easier to try to resolve the matter with Sonos Customer Support. The Staff can be contacted via the below link if you decide to try that route…
https://support.sonos.com/s/contact