UPDATE: The problem was gone after I removed Alexa service from all Sonos speakers and added it back to each of them. Restarting WiFi router, Fiber optical modem, or Philips Hue was not effective.
When I say “Lights On, Downstairs” to Amazon Echo, no problem occurs.
When I use the exact same voice command, Sonos says “Hmm… I don’t know that.”
When I say “Turn Lights On, Downstairs” to Sonos, no problem occurs.