Hi Ian,
I think that the "speakers wired" message is quite generic - rather than specific - meaning only that something that can play the music is directly connected to the B2. I have my B2 connected to my AV receiver with an HDMI cable and I get that message too. The fact that you are setup to play through Sonos, does not negate the fact that you have something else hooked up.
You will either see that message or not. There is no other message that I know of. If I'm wrong, I'm sure we'll be reading about it shortly. ;o)