I haven't found anything on this but maybe my search terms were not precise enough. I mostly use Spotify Connect to play music on my Sonos. That works well until I connect my bluetooth headphones to my Pixel 3. When I do, normally to listen to podcasts in another app when leaving home, this makes Spotify switch the playback device to my phone and continue playing there. Normally, I don't want this - I'd prefer my Sonos to keep playing until I decide otherwise.