Cylance and Sophos share nothing in common. Basically, Cylance Smart Antivirus is a consumer version of Cylance Protect, which is a pure AI/ML product offering with minimalist interface, dashboard control and virtually zero system impact. The more I test Cylance the more I like it. It's powerful. It catches any variances that stray from normal on your systems. It's caught many things on my test systems that have escaped scrutiny from all other AV's.
As long as you have another product or piece of hardware to handle URL filtration, Cylance is robust. But it offers no web filtration at all. In general, it's use in the enterprise/corporate world is under the assumption it's sitting behind a qualified UTM/NGFW, which it is in most cases. So for a home user, I recommend pairing it with Heimdal on the endpoint and/or some sort of URL filtration hardware at the gateway. Preferably Gryphon, but ASUS AiProtection, and any of the other consumer routers with URL filtration would work.
Basically, with Cylance, nothing is executing on your computer and getting away with anything if the AI/ML detects anomaly among the millions it examines pre-execution. This means it should protect against things like update channel compromises and so forth. I've been very critical about Cylance in the past, but as I said - I've found it performing exceedingly well. Especially against simple, stupid threats like a malware author changing a few bytes to bypass a normal AV. That crap isn't getting past Cylance, and Cylance doesn't need signatures or even require internet.