Continuous-variable SICPOVMS seem unlikely to exist, for a variety of reasons. But that doesn't rule out the possibility of other 2-designs for the continuous-variable Hilbert space L2(R). In particular, it would be nice if the coherent states -- which form a rather nice 1-design -- could be generalized in some way to get a 2-design comprising *Gaussian* states. So the question is: "Can we build a 2-design out of Gaussian states?". The answer is "No, but in a very surprising way!" Like coherent states, Gaussian states have a natural transitive symmetry group. For coherent states, it's the Heisenberg group. For Gaussian states, it's the affine symplectic group -- the Heisenberg group plus squeezings and rotations. And this group acts irreducibly on the symmetric subspace of L2(R) x L2(R)... which, by Schur's Lemma, implies that the Gaussian states *should* be a 2-design. Yet a very simple explicit calculation shows that they are not! The resolution is fascinating -- it turns out that the "symplectic twirl" involves an integral that does not quite converge, and this provides a loophole out of Schur's Lemma. So, in the end, we: (1) Show that Gaussian 2-designs do not exist, (2) Demonstrate a major stumbling block to *any* symplectic-covariant 2-designs for L2(R), (3) Gain a pretty complete understanding of *one* of the [formerly] mysterious discrepancies between discrete and continuous Hilbert spaces.