When I attended Cisco Live, I asked the Meraki Distinguished MX engineers, and they told, me they were not aware of many requests for this feature. I asked him if he's ever heard of google, "try it some time". I don't think anyconnect is a very high priority to Meraki.
I also learned that the method that Cisco and Meraki use to share technologies isn't very efficient, which explains why they don't support EIGRP as well.