My company makes VPN software, and by default, it's true, your local home networking is disabled while you're connected to the VPN.

The biggest issue is security, as was said already, and the largest complaint that most people have is that they can't print to their home network printers while connected to their company VPN.

My company's software controls this via something known as policies, and it's a server-side configuration controlled by the network administrators. It's possible that, if you have a good relationship with your sysadmin, that their VPN software might have a similar feature, and you could talk your sysadmin into enabling it for your account. On our system, for example, you'd do this on the VPN server by selecting the Policies screen, and enabling the policy Enable Local Networking for the user "Archeon". Or maybe by adding the user "Archeon" to a group of users that already have that policy enabled.

Depending on the kind of VPN system they've got there, it might even be full-featured enough to allow the sysadmin to poke holes in only the ports necessary to control the Sonos system, without risking the company's network security.