Microsoft API permissions missing - What does it mean?

Found this which explains the alerts: https://support.sophos.com/support/s/article/KB-000042194?language=en_US&name=KB-000042194 "Sophos Central will also display a medium alert: Microsoft API permissions are missing. It is recommended you set this up soon."

True, I've set up an Azure AD Auth Sync.
But unfortunately I'd already set this permission.
So Sophos warning seems to be pushed to everyone who've setup Azure AD sync ?!?

We did check that and set it up correctly yesterday morning and circa an hour later we received the error mail again. We'll wait until tomorrow to see if the e-mail still pops up in the morning hours.

We did the same. We created the recommended MS Graph API but still got the alert the next day. I suspect we have to remove the old Azure AD Graph API in Azure. The document does not say that but I suspect that was implied. We will try that next week. Let me know if you have removed the older one and are still getting the alerts

This is an ongoing issue that our team is actively investigating. The following article will be updated once a resolution is found. 
- Advisory: Sophos Central - Some customers are seeing a Medium alert showing "Microsoft API permissions are missing"

Edit:
An update has been published to the article above with the following guidance:

Resolution

Any customers affected by this issue must perform the configuration steps once again detailed in the below kba:
https://support.sophos.com/support/s/article/KB-000042194

This is an ongoing issue that our team is actively investigating. The following article will be updated once a resolution is found. 
- Advisory: Sophos Central - Some customers are seeing a Medium alert showing "Microsoft API permissions are missing"

Edit:
An update has been published to the article above with the following guidance:

Resolution

Any customers affected by this issue must perform the configuration steps once again detailed in the below kba:
https://support.sophos.com/support/s/article/KB-000042194