Can't join game via local wifi hotspot on Android

• Setup mobile hotspot (I used HTC M8) with device not connected to Wi-Fi.
• Connect another device (I used Samsung Galaxy Tab 4)
• Start playing Minecraft game on other device
• I can see the game in the Friends tab, but Minecraft says that I need to be connected to a Wi-Fi network to play.

I don't know if this is even possible, but since Minecraft can see the game on the other device, maybe it is.