I am using FTD 6.2.3 and managing it through firepower defense manager. The problem i am getting is that when i enable identity policy users are getting "your connection is not private" on the web browser but as i disable identity policy users are surfing the internet without getting any security error.
With FMC you can create separate policies. I don't think so there is a limitation in FDM. Below link will help you to configure identity policy with FDM.