Ok.  So this is either a "feature" or a "bug" depending on your point of view :-)

So, how about this for a workaround:

Create a shell script on each target system (I put them into /etc/bacula/bin) which contains the following:

listfilesystems:

#!/bin/bash

# List of filesystems to be excluded.  All command-line options are assumed to be
# other filesystems to be excluded
EXCLUDE="/dev /proc /tmp /sys $*"

# Get list of all filesystems
fs=`df -P | sed -e's/  */ /g' | cut -f 6 -d' ' | sed 1d`

for excludes in $EXCLUDE; do
        a1=""
        for i1 in $fs; do
                case $i1 in
                        "$excludes"*)  ;;
                        *)      a1="$i1 $a1"
                                ;;
                esac
        done
        fs=$a1
done
# Following to put one filesystem per line
for i in $fs; do
        echo $i
done

Then, in the fileset, add the following:

Fileset {
  ...
  File = "\\|/etc/bacula/bin/listfilesystems"
  ...
}

As I understand it, this will call the script on the remote system, and include the output as part of the files to be backed up.  By listing the individual filesystems, they will all get backed up.

I have a little cleanup, but would like to get input from more experienced bacula admins before I implement this.