Which is better and why?
Meraki is designed for zero deployments and no in-house firewall specialist personnel. Best to secure Networks like remote offices, branches or home offices. Also to protect Internet Access (your computer accesses the internet).
Sophos is more of a professional firewall, not only protecting internet access but also providing security for publishing services like web servers, data centers, central services. They will need a specialist to install and support them. Therefore offer much more sophisticated protection features.
So, you can't really compare these solutions as they are targeting different markets.
Meraki MX is a small business product and lacks a lot of features compared to Sophos XG/XGS.
- IPsec IKEv2 does not work (it is in the menu, but does not work and can only be enabled by meraki support)
- no SSLVPN or IPsec VPN client. AnyConnect can only be tested with beta firmware. Cisco Client VPN (L2TP) is a total joke - not sure for who it is meant for?
- no user based firewall rules (for VPN)
- no firewall rule grouping
- no masquerade option for DNAT (sometimes it is very useful if I can do a DNAT with masquerade to another subnet)
- no VLAN tagging support on WAN port (would be usable for IPTV - solvable if WAN is bypassed through a managed switch)
- no multiple IP support on WAN port (Sophos has alias support on every interface, which means that multiple IP addresses can be added on the same LAN or WAN port)
- no LAG or LACP support (would be usable to connect aggregation switch to firewall to bypass more traffic through the MX)
- no DAC cable support for SFP port (why I do have to use optical cable to connect aswitch?)
- no custom IPS policies - only on/off button
- no e-mail protection option (Sophos has it with extra license)
- no web server protection (Sophos has it with extra license)
- no sandstorm option (most firewalls have it with extra license)
- hardware may probably too weak compared to the user count
- no BGP, OSPF routing
- no multiple VPN user groups and LDAP servers
Cisco mx64, for example, has 2 WANs, is very practical and simple for the two services, has a balancing for two internet services and bandwidth control (by groups and users).