VyOS is not able to automatically generate/assign a Link-Local Address to any kind of (physical or logical) interfaces, according to the RFC 4862. Develop this feature to improve IPv6 implementation.
https://tools.ietf.org/html/rfc4862#section-5.3 - RFC
A node forms a link-local address whenever an interface becomes
enabled. An interface may become enabled after any of the following events: - The interface is initialized at system startup time. - The interface is reinitialized after a temporary interface failure or after being temporarily disabled by system management. - The interface attaches to a link for the first time. This includes the case where the attached link is dynamically changed due to a change of the access point of wireless networks. - The interface becomes enabled by system management after having been administratively disabled. A link-local address is formed by combining the well-known link-local prefix FE80::0 [RFC4291] (of appropriate length) with an interface identifier as follows: 1. The left-most 'prefix length' bits of the address are those of the link-local prefix. 2. The bits in the address to the right of the link-local prefix are set to all zeroes. 3. If the length of the interface identifier is N bits, the right- most N bits of the address are replaced by the interface identifier. If the sum of the link-local prefix length and N is larger than 128, autoconfiguration fails and manual configuration is required. The length of the interface identifier is defined in a separate link- type-specific document, which should also be consistent with the address architecture [RFC4291] (see Section 2). These documents will carefully define the length so that link-local addresses can be autoconfigured on the link. A link-local address has an infinite preferred and valid lifetime; it is never timed out.