While fiddling with my phone I've accidentally stumbled upon the culprit and a workaround - tested many times on my end so I wonder if @Dpe1983 @tronnyjeverton or somebody else can test as well to see your outcome.
My home WiFi network is a dual-band (2.4GHz and 5GHz) using single SSID. You'll need similar setup to replicate following steps. In the phone, go to Settings -> WiFi -> WiFi Assistant. There you'll find Dual Wi-Fi acceleration - turn that on and that will take you to another screen showing your primary Wi-Fi (the network you are connected to) and other available networks to which you can connect as 'secondary'. Here I select again my home Wi-Fi, which connects the phone to both 2.4GHz and 5GHz at the same time. The moment you do that, Sonos speakers become visible in Spotify Connect.
At this point I thought the problem is related to Wi-Fi band, but that does not appear to be true - I tried to run my Wi-Fi exclusively on 2.4GHz and speakers were still disappearing. Same for 5GHz. Same if I disable the 'acceleration' feature. Only when I connect to both bands, speakers will appear. Wild.
I haven't found much about this feature, but it's proprietary of OPPO and Vivo, so I guess OnePlus inherited it with ColorOS (labeled as OxygenOS on our phones). It would explain why only specific phones manifest this issue. Bad news is that this feature seems buggy in general - I see it drops the secondary Wi-Fi often even when you are still in range and it does not reconnect to it automatically. So when you leave your home for example, you have to manually go to the settings and connect to the secondary again once you get back. Also I did not find a way how to really disable it - if I just turn it off in the Wi-Fi Assistant menu it won't make my speakers visible, so I assume it's still somehow running.