I had the same problem when I had to set up port forwarding. It seems there's a bug in LuCI and it does not create all the ufw/iptables rules needed for port forwarding to work.
The workaround is to edit /etc/config/firewall to add a ufw SNAT rule manually, or just add the iptables rules directly through the custom rules page under LuCI > network > firewall.
See this thread.