Media File Access from Media_player.play_media

I have read a few threads regarding to media_player.play_media function. Using Sonos as Targets, I can get mp3 or wav file play if I enter full URL in the Content ID; however, locally stored files in the media browser connected folder do not work. I have tried local/media, media/local, just file name, and even tried to get URL by opening the file from Media Browser and copy the link from it.

What am I doing incorrectly here and why doesn’t it work as simple as filename.ext for those files in the local media folder, which I think is the most intuitive?

I have my Home Assistant running on ProxMox VM so I wonder if that has something to do with this issue.