Sophos Intercept X Mobile Content Manipulation Warning

I have Sophos Intercept X on some of the phones we use at work. 

Due to the nature of the work (education) we have a filter which stops users accessing certain site. This keeps flagging on intercept X as content manipulation. 

I've followed the various instructions for adding the root certificate to through policies in Sophos Central but the devices still continue to register as content manipulation. Any ideas where I might be going wrong?

Many Thanks