Sonos Connect through Bryston BDA-1 to my Rogue Magnum

Not sure why its "less Loud".  Have you really critically compared both configs.  I would be willing to bet the BDA 1 just sounds better. 

I think its debatable the benefits of Toslink vs S/PDIF.  I think it is very much device dependent.  Other im sure will clarify.

Have you tried using SPDIF between the SONOS dna BDA?

Continuing:
Try the COAX input. If it cuts out the problem could be deeper in the BDA. If it doesn’t you might just have a problem with the Optical port.

Have another cheap optical cable laying around? or buy one and try a second cable.

Once you narrow it down you could pose the question over on the Bryston section of Audiocircle where some Bryston folk hangout.

https://www.audiocircle.com/index.php?board=57.0

continue II:
Strait from Brystons BDA-3 Manual:
"The question of which available input offers the best
sound quality is not easily answered since it also
depends on the quality of outputs on the source
unit. Among S/PDIF inputs, BNC is favored for
highest sound quality followed by RCA, then Toslink. "

Thank you all for the input.  So I have been using the least preferred with the Toslink.  It figures.  The sound volume is definitely softer by far directly to the amp.

I will try both the S/PDIF input first then RCA if that doesn't work.Thanks for giving me hope that maybe it is the Toslink input that is an issue and maybe the Bryston is fine otherwise.  I do think it a much better DAC than the straight Sonos.  I will update when I can get some interconnects and time to play.  Thanks

OK. Hurricane Ida on its way so had time to stay in and play.  I found my box of interconnects and used my Wadia S/PDIF.  I have never thought to use it with the Sonos.  I am back to Sonos to the Bryston to the amp and it is better than ever.  I have been listening to Qobuz for about three hours now and the sound is great.  I am not sure it is better than before with the TosLink but for sure it is better than the Sonos right to the amp.  But the connection hasn't been dropping so the TosLink might be bad after all. 

Maybe after a while I will switch back to the TosLink to see if I hear a downgrade.  Maybe not.  Just be happy that I like what I hear for now. Thank you all.