This is discussed, in the thread, below but the thread appears to have been prematurely closed as the issue, whilst answered, has clearly not been resolved.
community.sophos.com/.../sophos-connect---internet-explorer
It is less than a month before IE is officially killed by Microsoft and you still haven't released v2.3 of your Connect client?
The issue is also mentioned two years ago here:
This thread was automatically locked due to age.