I'm looking into PlayFab & PlayFab party for Unity and had some issues getting the Demo to work. After configuring PlayFab as noted in the documentation, I was able to create & join a network without any problems. Joining with another client also seemed to work fine. (noted from logging & UI output)
After looking at the code however, it turned out that the sample was also using two SendData calls which should have also been logged & shown in output, but this wasn't the case. I debugged a bit and found out that at the time "OnNetworkJoined" is raised, the "PlayFabMultiplayerManager.Get().RemotePlayers" are still empty! Only after waiting a few seconds does the RemotePlayers populate. Adding a delay between joining & sending the data resulted in the logging that you'd expect.
This is a bit worrying though, because it would mean that OnNetworkJoined is either called too soon and the API isn't actually ready to send messages yet, or there should be another callback for when the API is ready?