Why won't multiplayer work for me in ANY game on Apple Arcade?

I can not for the life of me get the multiplayer function to work on the Apple Arcade games for which it is supposedly a feature. I have Family Sharing turned on, am signed into different accounts on my Apple TV and on on my laptop (and on my iPad), have spent HOURS trying to figure out how to play multiplayer mode with my son, and am about to lose my mind because nothing works as it should. We can both play Lego Brawls -- but the game gives us the same avatar/costume/name, even after we separately create our characters. When we select multiplayer for Crossy Road Castle? "Can't connect to host." Try to locate each other over wifi for Hogwash? No other players found, even though we're sitting right next to each other, signed in with our different accounts. Same with Kings of the Castle. The fact that it doesn't work with ANY game makes me think I have a setting wrong somewhere - but where? Why is this so hard to figure out? What am I doing wrong?