In r80.20 /.30 we introduced new limitation on load sharing with VPN (Due to maestro code main train unification, we took the maestro side and broken the main train side. Since the usage is low, it was the best tradeoff among the alternatives).
Due to the type of limitation, we decided to block the whole feature temporarily till we will make it clearer (so user can understand what is working). We are now in the process of enabling the large part of load sharing that does work, on r80.30. If you need this more urgently, contact our solution center to get assistance till we complete the publication of it (as its artificially blocked).
Load sharing with vpn is still blocked (this requires development) and we will bring it back but in future release (most cases i saw that did use load sharing, didnt need the vpn aspect so the above should cover the vast majority).