Diagnosis
This is usually because the device you're forwarding to has a different IP address than the one you specified, or the router's built-in firewall is still blocking the traffic.
How to Fix It
First, log into the router. Go to the device's you want to forward to (like a game console or PC) and assign it a Static IP Address in the Network Settings > DHCP Reservation section. Then, create your port forwarding rule using *that* specific, reserved IP. Don't use DHCP-assigned IPs, as they can change.
If That Didn't Work
Check if you have Enable NAT Filtering set to 'Secured' (in Firewall Settings). Try changing it to 'Open'. Also, temporarily disable the 'SPI Firewall' for a test to see if that's the culprit. Remember to re-enable it after testing.
Heads Up
Your internet service provider (ISP) might be using CG-NAT, which makes port forwarding impossible from the outside. You'd have to contact them to find out.