The Sonos app is a controller, not a media player. To play content from Sonos to Bluetooth headphones you’d need a Sonos player which could drive a Bluetooth transmitter, such as Connect or Port. 

Yes, I’m aware the App is a controller hence my acknowledging it won’t work. Does the Connect or Port allow bluetooth headphones to pair directly with it?

No, it doesn’t.  You’d need a Bluetooth sender, which are harder to find, plus of course a Port.

Bluetooth transmitters are inexpensive, and readily available. All accept analog and some also take digital optical. Connect has an optical output. 

I’ve yet to find a budget transmitter with a digital coax input so if you wanted to go from Port to transmitter without converting to analog and back you’d also need a cheap coax-optical converter.

I run headphones (and my hearing aids) over Bluetooth, transmitter was cheap on Amazon and plugged right into my old Zone Player. If used is an option try ebay.

If you can find a Gen 1 Play 5 they have a headphone output that will work as well.

Beware scammers and deactivated older Sonos devices.

Thanks for the responses. So basically doesn’t appear there’s a way without buying more kit. Equally it appers there’s no way to export the playlists - still it’s probably simpler create new ones and to manage in iTunes as playlists can be imported back occationally. Sonos would appear to be missing a trick here