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When you create a profile to allow an Admin User to connect VPN tunnels that does not apply to the SSLVPN tunnels, only IPSec. Either create a separate SSLVPN category or add a line for it, or simply include it in the generic "Connect tunnel" right.
Moved to ideas.sophos.com/.../38988715-feature-request-include-sslvpn-site-to-site-in-d