The anyconnect function on the MX is a subset of the entire suite that you can find on an ASA/FTD device. Same is true for multiple tunnel-groups. This is stated thusly in the documentation and should be taken into account when choosing your deployment.
The OTP not being supported is rather an issue of the Microsoft NPS server which I believe you are using.
There is also a use case of having MX'es used as SD-WAN devices while having a fully featured FTD on a central location that can also serve as a client VPN target.