Sticky Notes error 0x80072EFD

Attempting to sign into any account in Sticky Notes on Windows 10 (v1809) fails with the following error:

We couldn't verify your sign-in info. We can't connect to the server. Error code 0x80072EFD

As advised by https://www.easeus.com/resource/fix-sticky-notes-not-available-error-in-windows-10.html, resetting and reinstalling the app hasn't made a difference.

I could not find anything online for this specific error message, hence posting here.

Through trial and error, I found that this was caused by the Sophos XG UTM - specifically, the feature "Decrypt & scan HTTPS" (trusted CA certificates are installed on the devices) and/or the web policy, even though nothing was being reported as denied in the log "Web filter" and nothing was being reported as violations in packet captures.

This is far from the first problem of this kind that this level of security has caused. Other examples include LogMeIn Pro's Remote App instantly failing to connect without IP-based whitelisting, Spotify Web Player playback ceasing to function without web- / regex-based whitelisting, WhatsApp Desktop failing to connect and WhatsApp Web's QR code failing to load without web- / regex-based whitelisting, etc.