I use the mute button.

It’s a common thing across all broadcasters, both video and audio. You’ll notice similar if you watch TV.

Since Sonos doesn’t always ‘know’ when there an advertisement, it’s hard for them to implement an auto-reduction. In fact, unless there is an auto-leveling system for all content, it would be hard to implement, I’d think, and if you did so, there would be a lot of complaints from folks who appreciate volume differences (many of which occur more in classical music, but not only there). 

You’re probably better off complaining to your broadcast source, than the company who plays the content. 

Until there’s Regulation for broadcasters and streaming services world-wide regarding output levels, this will continue to frustrate us all.  

Mostly it is not volume, but compression. This makes the ads seem louder, without the volume being higher (which isn some countries is governed by legislation). See this video for an explanation.