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I've raised this as TAC case #537158145 and have been told this has been raised as a bug, both against Cisco and Microsoft.
Cisco issue is CSCuv74296, and Microsoft bug ID is #4507924 "Cisco AnyConnect PLAP does not work on Windows 10".
No ETA for a ...
I have the same issue with the v4.2.00096 client running on Windows 10 v1511 (Threshold2).
If I uninstall the "Start before logon" component, I can lock and unlock without losing the VPN connection.