@Rob Thank you for reaching out to us, As I understand you are looking for approach from security features Sophos to Microsoft Defender for Endpoint.
Its hard to provide a detailed comparison between Sophos vs MDE. an MDE overview/demo would be good to start with the migration, build a POC document what Sophos/MDE provides, detailed capabilities of MDE are documented here - https://learn.microsoft.com/en-us/microsoft-365/security/defender-endpoint/supported-capabilities-by-platform?view=o365-worldwide
More detailed training is available here - https://techcommunity.microsoft.com/t5/microsoft-defender-for-endpoint/become-a-microsoft-defender-for-endpoint-ninja/ba-p/1515647
Let me know if you have any further questions, feel free to post back.