No PIN dialog is shown if the certificate used for the SGLC profile is stored on a smartcard, and the token middleware is not installed in Windows\System32.
Currently this issue is known with ActivIdentity Client, but may occur also with other smartcards. You may see an error message similar to the following:
The user certifcate can not be found in ......
Known to apply to the following Sophos product(s) and version(s)
SafeGuard LAN Crypt 126.96.36.199
What To Do
Please install the Hotfix 188.8.131.52 to solve this issue.