Is the IP that the ISP delivers using CGNAT? I've seen problems when using CGNAT. Setting up Anyconnect itself is simple.
You can also try disabling Windows Firewall or your antivirus.
One more question, have you checked that any connection attempts are coming to the MX? You can check the logs or perform a Packet Capture on the WAN interface.
If nothing is arriving, it's not a problem in MX.
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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