Good morning. Yes, I also have Sophos. I didn't get anything from MS yet, but I also opened a ticket with Sophos, asking about Defender AV and Sophos both running on the same system. It's been my experience in the past that when I install AV, it disables the native Windows AV, but not in this case. Here's what Sophos support said: (my comments in [brackets]).
"To assist you with your query Sophos can run with Windows Defender but it's advisable not to run both for we might encounter a performance issue when they run at the same time.
You can check by running command prompt as administrator, and run the fltmc command to see what drives are available on the server. [If fltmc returns "WdFilter" then Defender is running.]
Kindly try to disable the Windows Defender in Manage Roles and Features, untick the Windows Defender feature. [Reboot] and run the fltmc command again to confirm [WdFilter is removed]."
I did this on one server and confirmed Defender AV is no longer installed. It hopefully will solve the issue for me, but it doesn't explain the cause or truly "fix" what is broken. I might leave Defender on one server and work with MS to find the issue.