It costs significant money to support other platforms. I am guessing that Sonos doesn't feel like if they support Windows Phone 7/8 or Windows RT it would bring them a significant amount of NEW users enough to offset the cost of development.
There is a sonos player (not free or from the company) in WP store
That's the downside of being a platform pioneer, and it's one of the reasons we've classified all Windows RT products with a "Wait to Buy" conclusion. Windows Phone is a somewhat more mature platform, and it's likely that more developers will support it if its market share grows. In the meantime, as a1by points out below, there's at least one third-party Sonos-compatible app for Windows Phone, so there may yet be hope for early adopters. Best of luck, and please let us know how your WP/RT experience is going!