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To be fair to Cisco and you, your original post was the template we used for a TAC case., Currently we are waiting for verification of the origin of the bug report. The fix was updated on Dec 21 so it could be your posting skills that lead Cisco to ...
This problem is caused by a space in the user home folder. Only a few AnyConnect clients were affected. We are able to recreate the issue and therefore fix.
https://quickview.cloudapps.cisco.com/quickview/bug/CSCux26329
We are experiencing the same issue with one user account and 4.1. AnyConnect works fine outside of that user account on the same Mac. It can be uninstalled and replaced with 3.1 then the menu works and the VPN connection box returns.