I do not have any other music player running nor I have any sort of voice over configured. Settings for the app are correct with both hardware volume control and lock screen controls enabled on all devices.
Best answer by Tom526
That's a limitation now due to the addition of AirPlay 2: https://www.sonos.com/en/contentsearch?fdid=9-0
"Alert: Changes to Lock Screen Controls for iOS
It will no longer be possible to control your Sonos system from the lock screen of your iPhone or iPad, including use of the hard volume buttons from the lock screen, if you have an Apple TV or other AirPlay-capable non-Sonos devices in your household with AirPlay enabled. It is still possible to use hard volume buttons from within the Sonos App."