Sophos Security Virtual Machine

Hello

I've successfully setup the Sophos for Virtual Environments VM that is presented in Sophos Central. One thing I've come to notice is I can't apply Web or Application Policies to the Guest VMs of the Sophos Security VM. I can apply a web control policy to the Sophos Security VM but not the child VMs connected to the primary VM. Hope that makes sense, so my question is can web/application policies be applied to child VMs

Anyone else experienced this behaviour? Or is it better to just install the full fat version of the agent on the server that requires these specific policies?

thank you