When creating a new VPN we have a box to add all Device Name for which we set the IP-Sec VPN.. and in the list of possible device there is Any... that we can't add... so if not applicable "ANY" should not be listed !
Okay, double-checked ... there was of course a reason why we have the "Any" class in here - it is for future extensions when you might want to fully-mesh devices together.
Hence, it is not a bug but a wanted feature.
You will keep the +1 point though as it would be unfair to deduct it now [:)]