It transpires that the DHCP server is rather old and can't deal with newer DHCP requests (it needs RFC 2132 rather than RFC 4361).
The problem is described on Bugzilla.
To save you time, all that needs to be done is to create /etc/wicked/local.xml which contains:
<config>
<addrconf>
<dhcp4>
<create-cid>rfc2132</create-cid>
</dhcp4>
</addrconf>
</config>
Then restart the wicked service to pick up the new settings with:
systemctl restart wickedd
