I don’t own one so can’t test but have been curious to have a look at the manual and your post prompted me to do so. The manual is awful.

The first thing I thought was if midi thru is turned on then some devices will ignore incoming midi messages and just pass them to the output. Manual makes no reference to midi in/out/thru settings.

I suspect it might relate to the trigger presets (which I think are set on a per pad basis?).

This page says you have to be on preset 6-12 for the pad to be set to receive midi. That being said it sounds like you are manually making the right trigger settings anyway.

https://manual.yamaha.com/mi/de/fgdp50/en/fgdp50_en_ug_011.html#Trigger_List