After mucking around a bit, I found this doc[1] which worked pretty well for me on Ubuntu 19.10. There is also some effort underway to build an appimage on their forums[2].

[1] https://github.com/samaaron/sonic-pi/blob/master/INSTALL-LIN...

[2] https://in-thread.sonic-pi.net/t/sonic-pi-as-an-appimage/274...