Metal sulfides are promising high-capacity anodes for sodium-ion batteries, but their practical deployment remains constrained by coupled multiscale instabilities, including electronic localization, heterogeneous reaction pathways, interfacial side reactions, and severe chemo-mechanical degradation. In this context, heterointerfaces are best viewed not simply as conductive contacts but as multifunctional perturbation zones that coordinate electronic, chemical, and mechanical fields throughout sodiation and desodiation. At the atomic scale, interfacial activation spans a hierarchy from rare, well-supported cases of direct electronic-state reprogramming to more prevalent but still significant effects, including charge redistribution, built-in electric fields, orbital hybridization, and defect-mediated bond softening. Rather than proposing a universal theory, this review synthesizes current evidence into an evidence-guided framework that links atomic-scale activation to reaction sequencing, dynamic multiphase-boundary stabilization, and distributed deformation. Operando characterization, multiscale simulation, and data-driven analysis are integrated into a unified evidentiary workflow, while synthesis–structure–function relationships and practical benchmarking criteria—including areal loading, electrolyte amount, sodium inventory, full-cell validation, and voltage hysteresis—are treated as essential tests of interfacial relevance. By integrating mechanistic interpretation with device-level constraints, this review clarifies when heterointerface-derived benefits are likely to be causal, transferable, and practically meaningful for sodium-storage sulfides and related conversion-type anodes.