Bluedio A2 Headset Bluetooth pairing failed with Macbook Pro

I tried to pair this Bluedio A2 Headset via Bluetooth with my Macbook Pro (macOS Sierra ver 10.12.1). It will show "Pairing failed" in the screenshot below. I try to find solutions from forum and mostly is to press "Add new device", which you can see that doesn't show in my Bluetooth preferences. Is it because this headset is not compatible with my laptop / OS ver? I tried to pair with a Windows laptop and a android phone, it works perfectly..