Beginning in SAS 9.4M8, SAS no longer ships the OpenSSL and Crypto libraries with the installation. Instead, SAS uses the IBM System SSL for the TLS or SSL interface. 

See IBM System SSL Provides OpenSSL Capabilities for z/OS (Starting with SAS 9.4M8) for additional information. 

With this new change in SAS 9.4M8 and 9.4M9, SNI support is not available. You can still use Subject Alternative Names (SAN) on z/OS, but doing so would require you to recreate your TLS Server certificates.

SNI support will be implemented with the associated hot fixes.