Also, I don't think security wise a removal tool is a wise idea. Don't give hackers the tools they need to simply remove your protections with a small download tool.
A Better Way to Uninstall Sophos with Added Benefits. There is a much easier and safer way to uninstall Sophos completely. A third party uninstaller can automatically help you uninstall any unwanted programs and completely remove all of its files and free up your hard disk space. The uninstall may take several minutes to complete. When completed, click Finish to close the uninstaller. The Control Center software is now uninstalled, but you should continue with section two below to remove the unused Sophos Control Center database. Remove the Sophos database. By default the Control Center uses a SQL Server instance called.
Product like McAfee have them because they are often bundled with PC installs direct from manufacturer and without them, people would rage. For proper security, you shouldn't be able to run a quick command line EXE to just remove it all. I think Sophos could do a better job at explaining that to PC administrators new to their platform, though.