Wait wait wait... This is a post from August 2018 and the problem is still a really bad problem? I agree that there should be an error message of some sort to show so the user can search a solution. If Java edition was readily available on mobile, I would much rather play that since it's not, I suppose I don't have a choice.
I actually have the same problem. I tried to join my friend's world via Xbox but to no avail. This only happens when I try to play on my Windows 10 copy, not the "Pocket Edition" on my Android Phone. I've been searching for a solution but none seems to work. I tried launching the game on using Bluestacks emulator. (I had to download a pirated APK for testing purposes, I didn't want to login on Play Store to save time.) I then tried to join my friend's world from the emulator and I was able to join.
This is an OK workaround granted that you use a more fitting emulator because the controls are wack on Bluestacks. However, you're gonna have to buy Minecraft from Play Store if you haven't already, which sucks. (You can obviously download a pirated APK but I don't wanna get in trouble for even mentioning it.)
Overall, it's PROBABLY not your or your PC's fault for not being able to join your friend's world. There's a lot of problems that could have been fixed easily, seeing from a developer's standpoint. I really hope Microsoft would fix this issue. Quite disappointing for such a big company. You should go try playing with an emulator if you really insist using mouse and keyboard. I suggest Memu Emulator which served me well in the past.