So I work at an MSP, and to be blunt? MSPs aren't beyond trying to encourage you to use their preferred technology, simply because it is easier for them. This is especially true on network equipment. You can mitigate many of the Windows issues using PowerShell scripts, using rasphone, and never saving the credential. I've got scripts in my signature that have significantly reduced the amount of time my help desk spends on Meraki client VPN issues. We have fewer tickets over all, and most tickets are now 5-10 minute redeployments of the VPN via script vs. 20-40 minutes of painful troubleshooting. Regarding security, that's a more complicated question. What ciphers/hash/DH combos are the Sophos fw using? Meraki gives theirs here. Support can change it, but the higher level uses a cipher and DH combo that may not be supported by all endpoints. May I ask: What problem are you having that caused this MSP to make that recommendation?
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