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It works for me on 9.2.beta5 compiled from source, but with MPFR coming from my distro (libmpfr-dev package from Debian buster x86_64):

sage: R = RealField(5000)
....: print(erfc(R(28.0)))
....: 
6.563215840328784152380910481606274774134162689948282618021777806342324947794861698508585865279431011096752124531902419799309548263163678405299165421468926529756254284140867535233615012322334166170928503904086662017717248546748850127772332145411464185469489280260339088060235989228965843585936313865164734112442590831250266796576150016384641751358842396622115815414226304418079260475584875218573787585295929224096136714786361975866293997811039127970371335072820687621548403207278280764251340150092695582025750001434924105792823313203560201160341102473911930337624932555374585331265969965105269933130458163745578151352533927015070036231688942582148509848578635195809075408109589600332886026100202493893872822063883882953532315845612170517048543977112601393051614315880119177110350110356515266819875606915674560735226077346306998422763124176864165134035565227108933089306529302102108301994852596238985987401162654832997613615932852294726716250359138015072257484970655748380496068667053379552628609104926576396476543030043423989862535086552019022314368469618455141719577505798386449635616469359569975605353831944590150026622030636379223666200115938783888320717911446524435737548074875506351487946003131182599893046311540255956839538210349124618319107602941518963879471841876064339644999968291611090263995185161031176788592846481694313759144524067300523377786375902794975290499947567163622335460211299103648351220548274818081256066819963433322071061349340927987304921883890192373464108935170754385292484798247e-343

So there might be a compilation issue somewhere in your build.

Note that mpmath and gmpy2 might be responsible too.

Could you please (both) give us some informations so that someone can try to understand:

which version of Sage did you use ?
which OS ?
did you install Sage from the distribution, and which package ?
did you install Sage from the binaries, and which ones ?
did you compile Sage yourself ?
if you compiled Sage, was a libmpfr-dev library installed on your ditstro ?
... ?