All the features are valuable, in my opinion, but for us the most important features are the network security, application control, and web server protection. Sophos Sandstorm is another good feature off the top of my head.
I feel Sophos should add more telemetry data to its products...Right now, I think there are only less than a dozen vendors or OEMs supported by Sophos.
What could be improved in Sophos XGS is its connectivity with Azure AD. It's best if it could work directly without using any servers locally, or in the data center, and this functionality should be made available in this product.
They should customers who are facing issues with their product reviews; they found bots in it. If they can do their proper research and use the user analysis and testing, that would greatly help the clients.
Having previously worked with the Astaro Security Gateway platform (now called Sophos UTM), I can attest that the configuration and dashboard for this older platform was easier to manage than that of both Sophos XG and XGS. If it were up to me, I would prefer to go back to the older SG dashboard.