Im having the same issue. The iMac is with correct settings (I think), and wireless wake on (w)lan is enabled. Still, while I see it in the finder, it doesn't let me share screen nor ssh in terminal with ssh username@ip_of_mac to wake it up.
It works while the iMac isnt sleeping though. But I want to wake it on wireless remotely. A bug?
The user is the same user, but there is no directory server or AD in the back. Just the same user on both machines. Nothing is actively done with firewall on either machine.
Settings: