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_...

For those with bluetooth woes:

I've had better luck in all operating systems with a stand-alone USB bluetooth audio dongle: https://www.amazon.com/gp/product/B089PYFLBN

It's not perfect, but the combination of "you can select the codec" and "the bluetooth stack is 100% out of the hands of the OS" gave me dramatically better results on almost every headset I tried.