The "0.0.0.0:*" you see on listening sockets is because they aren't connected to any remote endpoint. They also should have a local IP address, which can be 0.0.0.0, and a port. But the interface setting might not do what you expect anyway. It's used to decide which IP addresses dropbear should listen on. But it doesn't limit from which interfaces access is allowed. This is because of the weak host model which is implemented by OpenWrt and other Linux based operating systems:
If the IP stack is implemented with a weak host model, it accepts any locally destined packet regardless of the network interface on which the packet was received.