We could not play together in the same world. Then I found that when we were playing, the Multiplayer mode was off however we did not changed it and it was always ON.
I could reproduction the bug 3 times (did not try more times):
1.I wanted to create a new world. I checked the Multiplayer settings, it was ON. (beforeGame.jpg)
2.I generate a new world. I checked the Multiplayer settings, it was OFF (duringGame.jpg).
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Thank you for your report!
We're actually already tracking this issue at MCPE-45166, so we will resolve and link this ticket as a duplicate.
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