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).