So to deploy. Install VPN with generic account, so the adapter appears in windows. Then delete files in C:\Program Files (x86)\Sophos\Sophos SSL VPN Client\config give users full access to C:\Program Files (x86)\Sophos\Sophos SSL VPN Client\config.
Now users can download only the config file and install it with no errors.
So to deploy. Install VPN with generic account, so the adapter appears in windows. Then delete files in C:\Program Files (x86)\Sophos\Sophos SSL VPN Client\config give users full access to C:\Program Files (x86)\Sophos\Sophos SSL VPN Client\config.
Now users can download only the config file and install it with no errors.