Because the PLAY:3s were designed and manufactured long before AirPlay 2 was even a consideration by Apple, and consequently don’t have the hardware necessary to receive a direct AirPlay 2 signal. 

You’ve got a couple of options. You could move your music library to a desktop machine, and set up the library in Sonos, following the instructions here, and using the Sonos controller, rather than Apple Music to play your music.

Or, you could add an AirPlay 2 capable Sonos device to your system, and ‘group’ the two rooms together. Sending the AirPlay 2 signal from Apple Music to the new speaker will get it to play on all grouped rooms. 

I do both, occasionally. Although technically I’ve moved my library to an NAS so that my Mac doesn’t need to be on all the time to play music.