Yes, it is a limitation; a non-Meraki VPN tunnel does not participate in AutoVPN.
You would need to have a VPN tunnel with each network or use a dedicated machine to establish this tunnel and route through AutoVPN, for example, a Linux machine running Strongswan.
I am not a Cisco Meraki employee. My suggestions are based on documentation of Meraki best practices and day-to-day experience.
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