this is something I experienced in the past where access is restrained to the resources on the VPN. I googled and found this VPN Client and AnyConnect Client Access to Local LAN Configuration Example - Cisco I haven't read it. My guess is that the setting could be on the remote side of the connection.
VPN assigns ip's from another subnet.
example: your office network is at 192.168.0.xxx/255.255.255.0 and you VPN's uses network 10.10.10.xxx/255.255.255.0.
so it is right that you can't see the broadcasting messages from one network to other.
if you want to do that, you have to work on the firewall and nat rules.
I too have a client with significant security concerns. When I connect to their network using the Cisco AnyConnect VPN it locks down my local machine to send all network traffic through their network. Basically I am disconnected from my local network. Not only can I not access my local FileMaker servers but because of their network policy I cannot access my email or other networked services.
An unexpected benefit of this requirement is that it helps me eliminate distractions and focus on my work.