That's not an answer... I have the same question. I did not find any document or KB in the Sophos support that give us a clear answer...
could you give us the link to any KB about this point ?
The reason that ESXi 6 is not listed as supported is because at this time the email appliance has not been fully 100% tested for compatibility. I am not aware of any reason that the email appliance will not work on ESXi 6.
vmware says it will work "This virtual machine (hardware version 7) is compatible with ESX/ ESXi 4.0, ESX/ ESXi 4.1, ESXi 5.0, ESXi 5.1, ESXi 5.5, and ESXi 6.0."