Sophie plays one of the supporting characters on the show who adds a lot of colour.

The concept of clapping/cheering when a character enters is essentially the producers choice. Since the show is filmed in front of a live audience, the producer's sometimes have people to encourage the audience to cheer.

Normally, the audience would cheer for any character who was liked for their humor; taking a cue from this, the producer's probably wanted to highlight her entry. Another point to note is that normally when Sophie walks in, she has a weird/humorous announcement to make and this is expected from her. Thus, her entry would signal something like this and hence the cheers.

I rewatched the first few seasons recently and noticed that the applause for Sophie only consistently began in season 3.