Do you mean your phone’s hardware buttons? If so, this happened many months ago, and according to the many (some very lengthy) threads raised on the subject it seems Sonos were required to do it by Google and Apple. 

In the sonos app -App Preferences-

Home screen and hardware volume control was disabled because Apple doesn’t allow 3rd party hardware to be controlled via the home screen or hardware buttons.  Sonos was using a hack to make iOS think the app was playing an audio file by playing a silent file in the background, but Apple clamped down on this hack.  

I didn't know that... they do the same on android? Because i'm on android... 

If the functionality is not there anymore, wouldn't it be better to remove the menu items?

As I recall, it was removed from Android devices even further back in time than when they did it for IOS. 

What version of the app are you running? I don’t see anything on my iPhone app in App Preferences. 

Version 16.0

The menu item is there, under App preferences.

Odd. I’ve been looking at it on my iPhone and there’s nothing there for Home Screen volume.
 

Fired up an Android tablet and there it is, as you say, in App Preferences. If I enable Show Notifications it enables the slider for Lock Screen Volume. If I enable that, volume buttons on the tablet work - even if I then disable Show Notifications. 

Cool, thank you The menu item becomes enabled indeed if you enable notifications! Thanks a lot!

Sorry to have been slow in getting there! 

Thank you the help!