This is a problem + a workaround.
When installing on Windows 10 Build 10044 I encountered an error. looking at the logs, it stopped during the creation of the local user for the AutoUpdate service.
I found the following article describing how to manually create an auto-update account, and that allowed me to install Sophos.
http://www.sophos.com/en-us/support/knowledgebase/48910.aspx
I expect (hope) it to be fixed by release, but if others encounter this, it may help
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