New proxy configuration/ proxy-Konfiguration soll hinzugefügt werden?

Hey guys,

I just randomly got the notification on my MacBook that Sophos wants to install an "update" (i am from germany, so i don't exactly know what it means in english). Sophos aslo told me, that my computer suddenly is at risk, since i dont have this update installed. Now i allowed it to install in order to be safe, but this window pops up. It says that "SophisWebnetworkExtension" wants to install a proxy-configuration, and that all network activities can be tracked? I dont know about this and just wanted to ak you guys what you think about it. Is it part of a new update?