It seems that manufacturers are now making Wi-Fi direct to be compatible with same brands only.
Quoting a support chat concerning this issue, it was indeed the case, according to Samsung support:
Wi-Fi direct only works between same manufacture phones. I am afraid
it does not work with LG or any other brand.
One thing to note:
Wi-Fi direct is a protocol, but you still have to have an app to use
it. Samsung has S Beam and LG has SmartShare as well, but S beam only
works with Samsung devices and SmartShare only works LG devices.
This is by design, and not LG G4 device specifically, you may still manage to connect but won't send any files like you noted, perhaps old smartphones still support cross brands functionality.
A proposed workaround is using 3rd party applications like Superbeam from playstore.