It just shows me a screen that shows," You are not currently in a game. Play more and try again." It's somewhat like that. I haven't had that problem cuz I keep using the other method.
Minecraft PC IP: play.cubecraft.net
CubeCraft Games
Thaus
Younisco
Try and start up the Xbox app and try it. It might be because you haven't selected Minecraft as a game - something you need to configure beforehand.