Sophos for Microsoft SharePoint: installation fails with error

Issue
The installation of Sophos Anti-Virus for Microsoft SharePoint fails, and the following error is displayed: 

Setup was unable to create the Product databases

This can happen if you previously uninstalled an instance of the Sophos database from the SQL server, or uninstalled the SQL server itself.

Sophos product and version
Sophos for Microsoft SharePoint

Operating system
SQL Server

What to do

1. Go to the SQL installation folder, which by default is \MSSQL.x\MSSQL\Data\ and delete the following files:
   • SavSpLog.mdf
   • SavSpLog_log.LDF
   • SavSpQuar.mdf
   • SavSpQuar_log.LDF
   • SavSpRprt.mdf
   • SavSpRprt_log.LDF
2. Re-install Sophos for Microsoft SharePoint.

Technical Information
When SQL uninstalls, it does not remove the database table files as they contain user data that you might want to keep. Specifically, uninstalling the Sophos SQL instance does not remove the *.mdf, *.ldf  files. When you try to install a new Sophos SQL instance, the installation fails at the point it tries to create the tables because they already exist.