Threat or PUA detected by Sophos Mobile Security Android app 7.1.2457

I have a HTC M9 phone running Sophos Mobile Security version 7.1.2457.

The phone runs Android 7.0 with Android updates from April 1, 2017 factory default installation.

Since the last update to the "Sophos Mobile Security" it keeps popping up daily notifications "Threat or PUA detected" When I tap on the notification the "Sophos Mobile Security" app opens in Scanner section and there is at the lower part of the screen "Threats and PUAs" section that says "No entries".

So far I have not been able to determine what it is considering to be a threat and why it keeps popping that up every day. I have reset the phone to factory default and reinstalled "Sophos Mobile Security" and it still keeps doing that. I suspect it is the "Kid mode" app that is part of the factory image, that it reported before the last "Sophos mobile security" update, but I cannot be sure as it no longer says what it is reporting as PUA and besides I cannot remove that as it is part of the image and non removable.

Is there a way to tell what app it reports as PUA in my case? Is there a way to turn off the daily notification if there is no apps listed under "Threats and PUAs"? It does not provide any useful information and just makes me complacent about the notifications from the app. That may mean if there is a threat, I will just ignore it expecting it to be the same daily message thus making the notifications system in this app useless.

Any advice concerning this is very welcome.