Sophos installs a sweep command into /usr/local/bin, and a few auxiliary files. Doing this, Sophos also changes ownership of /usr/local and several sub-directories. This wreaks havoc with Howebrew, which by default installs to /usr/local and expects it to be writable by the "main user". In general, /usr/local should not be used by non-user controlled installations.
A more polite way would be for Sophos to install its commands to /opt/sophos, and asking the user to and relevant paths if they wish to use the tools.
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