It works for me, using a Hisense TV. "Alexa, Tun On TV", it turns on the TV connected to the Sonos Beam.
It could be an issue with the HDMI CEC configuration on your TV, or it could be that the phrase "Turn on TV" is configured on Alexa to do something else. Check on the Alexa app if there is a group, device or routine named either "TV" or "Turn on TV".
We have a Harmony hub remove already configured in another room and Alexa was turning that on instead when speaking to the Sonos. After renaming that activity via Harmony, then Alexa worked as intended on the soundbar.