java.net.SocketException: Cannot assign requested address in HornetQ Client

Issue

With multiple HornetQ instances in a cluster, we get the following error if the discovery group has set:

java.net.SocketException: Cannot assign requested address
    at java.net.PlainDatagramSocketImpl.socketSetOption(Native Method)
    at java.net.PlainDatagramSocketImpl.setOption(PlainDatagramSocketImpl.java:309)
    at java.net.MulticastSocket.setInterface(MulticastSocket.java:424)
    at org.hornetq.core.cluster.impl.DiscoveryGroupImpl.start(DiscoveryGroupImpl.java:126)
    at org.hornetq.core.client.impl.ServerLocatorImpl.initialise(ServerLocatorImpl.java:380)
    at org.hornetq.core.client.impl.ServerLocatorImpl.createSessionFactory(ServerLocatorImpl.java:711)
    at org.hornetq.jms.client.HornetQConnectionFactory.createConnectionInternal(HornetQConnectionFactory.java:601)
    ...