Looks like this has been mentioned in the past.

I have a Lenovo laptop with a WWAN connection for 4G LTE. It connects to the internet fine and I can do work like I am connected to a WiFi network. 

However, when I launch the Windows 10 Minecraft and try to connect to a friend's custom server using his IP address or any of the public servers, it gives the "you must be connected to wifi to play with your friends" error. When I go to my friend's house and connect to his internet by WiFi or ethernet, then it works fine and I can play in his custom world. If I am home and using the internet with my home WiFi or ethernet, everything works fine too. So the bug/defect with the application is that it does not see the Window's system LTE connection.

Is this something that can be addressed?