Multiplayer bug.

When trying to enter a friend's world through your friends list we are getting an error <Unable to connect to world.>.
My friends have the same mistake. Friends are added to the friends list in  XBox. We use wi-fi, but we are in different cities. We all have bought Minecraft. We have the current version of the game. We started playing with version 1.16.100(before this version only played in single player mode) and we had this problem even then.