Check this out on the AnyConnect documentation page (emphasis mine):
AnyConnect on the MX does not support multiple VLANs or address pools for Client VPN users. However, the MX supports the application and enforcement of policies to AnyConnect users on authentication. It is also important to note that, from a Client VPN standpoint on the MX, having users on the same subnet does not mean they are in the same VLAN. Users are assigned a /32 address (one address) from the pool configured on Dashboard. Group Policies can then be used to limit users on the same AnyConnect subnet from talking to each other or other resources on the network.