I have the same problem!
I just updated both an AppleTV HD and AppleTV 4K, and now both cannot find my AirPlay speakers. On both devices, the only audio choice is "TV Speakers". AirPlay to my Sonos Speakers worked well on the previous release of tvOS done last month. For me, this is a serious problem, and there is no way I can revert to a previous OS version on the 4K.
My iPhone8 and iPadPro at 14.2 have no problem finding the Sonos speakers, so it's just an issue with the AppleTV devices.
chuckm2000
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