Visa informing you that the cards were compromised does not trigger a required SAR filing.
With that being said, it may be wise to just file the SAR and not over-think whether it's a required SAR or not. It'd be easier to manage and less controversial, in my opinion.
Arguably, you could track the cards and see if their are enough completed or attempted transactions to warrant filing a SAR - either now or months later.
In theory, you could argue against SAR filing because being on the Home Depot list does not necessarily mean that the attempted or completed fraud was a result of the Home Depot breach. Given the sheer number of breaches, it would certainly be a valid counterargument.
Whatever you do, make sure you at least conduct an investigation, consider SAR filing, and adequately support your decision.
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CFE, CAMS