Okay, this sounds like it might be a bug -- I suggest tracking with SAS Technical Support. Make sure you're up-to-date on all EG hotfixes as well.
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Sorry, forgot to mention, I have sas 9.4 ts1m3 I also requested the update to M5 because I read that the JSON engine was introducted, but I didn't received notification for the update.
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I'll second @ballardw suggestion.
Otherwise for fuzzy matches look at:
SPEDIS, COMPGED type functions as well as this post that has a good SQL example of doing this type of multiple match in a semi-brute force method.
https://communities.sas.com/t5/SAS-Procedures/Name-matching/td-p/82780
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