If I had to place a guess, it is because your router does not support NAT reflection, and your friend is trying to connect via UPnP, which attempts to connect via your public address. Since you are on the same network, you can use the game console to manually connect via the IP. For future reference, please refrain from hijacking other threads, as it can cause useful information like this to be more difficult for others to find, as the topic does not match the answer.
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