What details you need to inspect and decide ?
I went through some threads at Sophos reporting the same issue and what I get is that a lot of new users (Sophos newly installed on PC) are facing this alert for Internet Explorer and its not resolved officially.
Some user looked into this and confirmed that for him, disabling some add-ons (quite some 3rd party apps install or modify your IE settings or install plugins, of theirs or of their sponsors) helped.
This basically looks like Sophos is warning about some unusual or potentially unwanted start page/ settings modification or tracking add-ons (many add-ons have tracking features) in IE 11. And this shouldn't be an issue to worry about. The air at Sophos Community tags it as FP (ie. not some critical issue/tampering).
I suggest that you run
Kaspersky System Checker and resolve any potential IE vulnerabilities. Remember that this won't automatically solve detections but find vulnerabilities for you to resolve, if any.
Also, you could try a
Zemana Anti-malware scan. This should detect any likely hijackings/PUPs/unwanted modifications.