As asked, the question is difficult to answer. Several premises are open to question:
- What constitutes a "major work"?
- What is your definition of "sympathy" in this context?
- Whatever the definition, how sure are we that Milton is, in fact, sympathetic to Satan?
- Given that Henry VIII broke with the Catholic church in 1532 (barely a lifetime before Milton's birth), and that Milton lived through a civil war in England that had religious strife at its root, how "long after" the Reformation was Milton writing?
Keeping these issues in mind, let's see how one could think one's way to an answer.
To begin with, as @eirikdaude pointed out in a comment to the question, that Satan is the hero of Paradise Lost cannot be taken for granted. William Blake was the first to assert that Milton was "of the devil's party", but since then, there have always been detractors. A blurb to Stanley Fish's 1967 book, Surprised by Sin, says:
In 1967 the world of Milton studies was divided into two armed camps: one proclaiming (in the tradition of Blake and Shelley) that Milton was of the devil’s party with or without knowing it, the other proclaiming (in the tradition of Addison and C.S. Lewis) that the poet’s sympathies are obviously with God and the angels loyal to him.
Fish's book sought to bridge the gap between the two camps by an ingenious argument. Of course Satan is presented sympathetically and attractively in Paradise Lost: Milton's point is that our being drawn to the devil shows how and why we are fallen. We fall because the devil is attractive, and we are fallen to find him so. Milton deliberately traps us into sympathy with the devil, so that we realize and understand our fallen nature. We are, in short, surprised into and by sin.
[Obiter dicta: Personally I think Fish rather than Milton has devised this wonderful way for the latter to have his cake and eat it too. But then, what one reads for has changed between 1967 and now. Those few who read Milton at all these days don't do so to figure out what his intentions were, or even to psychologize him and say that his Christian superego is unable to mask the desires of his Satan-worshipping id. That said, on its own terms, Fish's monograph is a brilliant piece of work.]
So it's not so much that Milton has sympathy for the devil. It's that he knowingly makes the devil appear sympathetic in order to drive home the real point of his poem. And his portrayal of a sympathetic Satan has plenty of antecedents in English literature.
One such is Christopher Marlowe's Doctor Faustus. Both Faustus himself and Mephistopheles are sympathetic characters. As a fervent opponent of censorship who believed that truth would not emerge unless we test it against falsehood, Milton probably felt some kinship with Faustus's thirst for all knowledge. As for Mephistopheles, this smooth-talking charmer also has elements of the tragic hero. When Faustus asks how it is that a devil can escape the confines of Hell, Mephistopheles replies:
Why this is hell, nor am I out of it.
Think’st thou that I who saw the face of God,
And tasted the eternal joys of Heaven,
Am not tormented with ten thousand hells,
In being depriv’d of everlasting bliss?
Even earlier than Marlowe, the Old English poem "Christ and Satan" (if it please you to consider it sufficiently "major") presents Satan in a similar vein. Satan's lament at his fate is very moving:
I am rejected from the heavenly host, cast out from light into this loathsome home. I may not well bethink me how I fell thus low, into this deep abyss, stained with my sins, and cast out from the world. Now I know that he will forfeit all eternal joy who thinketh not to serve the King of heaven and please the Lord. Needs must I undergo correction, vengeance and punishment and pain, stripped of every good, stained by my former deeds, because I thought to drive God from His throne, the Lord of hosts. Now, sorrowful and full of care, I needs must go an exile-journey, a wandering wide.
(Translated by Charles Kennedy)
Jeffrey Burton Russell says that the poem
achieves additional power by coloring Satan as a Teutonic hero, defeated yet proud in facing his wyrd, his implacable fate.
So the idea that Satan could be charming, or sympathetic, or heroic, has a long history prior to Milton. And Milton perhaps expected us to succumb to his charms. Nevertheless, it does not follow that Milton wanted us to maintain our sympathies for Satan. Given the overall arc of his personal life, political engagements, and written works, it seems safe to say that he would be shocked and alarmed by that interpretation.
One might instead read Paradise Lost as very much a Reformation poem: a work written in the thick of the Reformation, as a way of engaging with the question of the relationship between humankind and God. The work seeks to "justify the ways of God to men": to explain directly, and without any intervening church, how sin, grace, and redemption operate in our human world.