Even the Sophos XG Firewall do the content filtering decently well, not sure if they want to go that route but I am not a salesman.
I can't stand Sophos firewalls.... guess what they use at work.
Yeeez, what can't you stand about them?
The subscription, and the over-complication of settings by making everything objects instead of ip addresses and ports. Takes 5x to long finding what current settings are, let alone change something.
I actually like it. If you need to make a change, you can make the change on the object and the rules are already applied.