You can only group “like” protocols. That is RAAT with RAAT, Airplay to Airplay, Sonos with Sonos etc.
I’m guessing the Arcam does not support Sonos. If your Sonos supports Airplay and your Arcam supports Airplay you could enable that and then group them via Airplay. I’ve used that workaround in the past as a lot more things support Airplay.