You have configured a policy that blocks bridging of network adapters so that when a network cable is plugged into a computer the WiFi connection is disabled. On a Windows endpoint when the network cable is unplugged the WiFi connection is enabled. However on a Mac the WiFi connection is not automatically enabled and you have to select the wireless network manually.
First seen in
Sophos Anti-Virus for Mac OS X
Mac OS X
This is by design as which connection to reinstate cannot be accurately determined and it is best not to make an improper choice. However we acknowledge that as Windows enables the WiFi connection and the Mac software does not, the functionality does differ and there may be an expectation that the behavior should be the same.
What To Do
Manually select the correct WiFi connection from the menu bar.