I can assure you there is interest in this. A similar integration has been designed for Sophos Central and Sophos Mail. It explicitly says it won't work with other products.
Not sure what the technical hold up is. Extended attributes for Office365/AzureAD users exist just as with Exchange properties in Active Directory.
I really don't want to code this myself, as I wont be able to fully automate it anyway.
Little help?
See:
community.sophos.com/.../124512
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