It is highly likely that the MX is not getting the client VPN request at all, you might need to NAT or port forward on the upstream ISP router and open the port you have set for anyconnect on your MX. Your ISP should be able to help you with this, or you can login to the upstream router with admin credentials and make changes by yourself.
If you would like to troubleshoot this further you can collect pcap on internet interface on MX and verify if you are getting client VPN traffic for anyconnect port in your pcaps.
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