Have the XM3 as well but I use Windows. This is an annoying issue with current Bluetooth headphones. Basically your choice is high quality audio but no microphone, or low quality audio with microphone. When you have the headphones connected it should offer 2 different sound outputs. One for stereo and one for hands free audio. If the stereo output is active then the microphone won't work at all.
Edit: Here's a post that explains the issue better than I can. https://www.reddit.com/r/sony/comments/fqf71z/wh1000xm3_can_...