Doesn't this problem only occur when the client uses the TV remote for the smart apps and hits that remote's volume command for the purpose of adjusting the playbar?

If so, turn it backwards on him. Explain that you have done the miraculous and added a benefit that Sony and Sonos did not think of -- when he's using the TV remote to access the smart functions, he doesn't have to put that remote down, then pick up the other remote, to adjust the volume of the Sonos. There's a slight drawback -- the Sony thinks its volume is being adjusted, even though it's set to FIXED, and a little display comes up. It's totally worth seeing that when he changes volume, to get the benefit of being able to control volume with the TV remote!

Come up with the approximate price of getting rid of that feature with a programmable remote. It'll probably be between $500 and a grand, which should make him a bit less irritated with the display.

Important point: you didn't make him irritated with the popup because you cussed out Sony while setting things up, did you? If so, then you created his idea of this as a problem.

The first rule of improv is "say yes, accept the premise." When we set up systems, no matter how well we know the parts, it sometimes comes down to improv. Don't say NO! when a situation arises that you don't like. Accept it and seek a way around it. That way your client is less likely to think something quirky like this is a big deal.