I have no experience with multicast over or beyond the MX, but based on this document, multicast isn't supported over AutoVPN?
https://documentation.meraki.com/zGeneral_Administration/Other_Topics/Multicast_support
IGMP Support on the Cisco Meraki Security Appliance
MX Security Appliances will forward IGMP traffic for a single broadcast domain. It does not forward multicast traffic upstream, between VLANs, or over a VPN.
I was under the impression that it was a new feature almost a year ago, so I'm not certain if they simply have not updated the documentation, or if you need to contact support to have them enable it (since it might be a hidden feature), which wouldn't surprise me.