I am stunned with this answer, we have several Nexus 9 (LTE) tablets running on Android 5.1.1 (build: LMY48I). In the SMC application it shows 8 protected apps. Lock all aps or change password is not working. The new Android OS is based on ART. So imo Sophos needs to bring out an application update to support their user base.
Cheers Luc
This has also happened to me since the Stagefright issue patch applied to them by a recent update by Google to my Nexus 5 and Nexus 6 phones. Also note that both of these phones worked when they were using ART runtime before the patch.
ART is a feature of Android lollipop that replaced Dalvik entirely. It cannot be turned off. I'm note sure the Sophos response is valid because of this.