LW has the ability to "force" or "push" its way thru some firewalls, but then ... many others will be blocked out all the same. Also, you'd never be able to direct connect with anybody whilst your test shows false!
Your problem is either softw firewall or as WW suggested, your modem or router, many of which nowadays have internal NAT firewalls. So you need to enable UPnP if it has that ability (or reliable ability), or else forward a port for LW.
Connection problems? Check here first! (click on link)