Currently, that’s a known limitation.
The developer who maintains the Sonos integration implemented support for announce in version 2023.5.0 and here’s jjlawren’s description of the feature:
The new announce behavior avoids the need to snapshot/regroup/etc and will play over any currently playing music without interruption.
The tradeoff is that you need to explicitly target all rooms/speakers where you’d like the announcement to play and they are called individually, so audio playback may not be perfectly synced.
tl;dr
Sonos announce feature doesn’t currently support playing to all members of a grouped set of speakers.
NOTE
It’s my understanding that if the target speaker is a stereo pair, the announcement will only play via one of the paired speakers.