Mail Delay when receiving mail from Microsoft Cloud (Office 365)

Hi, we have multiple Sophos UTM and also XGs in place. running very fine except...

...all Mails from Office365 to Sophos are EVERY time delay for 15 minutes.

So I went to mail header and figured out to all mails from Microsoft:

srvvsophos exim-in[8614]: 2021-11-24 18:04:55 1mpvhW-0002Ew-1h Greylisting: Greylisted

Every mail from office365 is every time greylisted. They NEVER leave that.

Turning off greylisting in Sophos . All fine.

I will not believe that Office365 cloud is greylisted 24X365...

Any hints?

Best from Berlin