This appears to be related to the issues that I am seeing on our dev server after updating to 3.8.4. I am not seeing events in the event list for new Price Sets or ones that have been created since changes were made to Price Sets around two years ago. It appears that changes have been made to possibly both Price Sets and CiviDiscount that are not cross-compatible.
See my comments dev/core#2727 (comment 62628) and dev/core#2727 (comment 62692) in this other issue with automatic discounts not being applied.
How about we just remove the "Any event" option from the list of Events. It clearly does not work currently and no one so far has stepped up to fix it. So why have an option which does not work?
Update: we're just going to go ahead and do that. It's causing too many support requests.
I tend to agree with @justinfreeman that 'Any Event' is not necessary and if I recall correctly 'Any Event' it was not an option until the last few years. I am checking on a site that has used CiviDiscount since 2012 and many of their past discounts the Event field is simply blank, and these discounts were available for any event, and the discounts were used many times according to the log. Why was "Any Event" added?
It does work if you select event types as well. I propose changing the event types to default to "all" if none are selected.
On busy sites (eg. 100s of events) it does not make sense to have to add every event to that list when you want a discount to apply to all events.