The short answer is yes. This is because of the way the current Sonos smartapps are written. They could, however, with a bit of effort, be modified or re-written to allow you to specify multiple Sonos players. This is one of the great aspects of SmartThings - if something doesn’t quite suit what you need, you can always write your own variant.
e.g. See this thread for details where I modified this same SmartApp to add a configurable delay between the trigger and the sound playing - Sonos Play Custom Message Question - delay playing?
There will always be a bit of latency but it has been worse over the last few days with problems at the SmartThings backend ( http://status.smartthings.com/ ). When operating normally I find it quite quick - and I’m in Australia.