Yes, you should (EDIT: not sended to that IP, but sended FROM that IP). I have tried to be very careful checking that the program sends the message through every possible IPv4 interface to avoid that the message doesn't go through the correct one. If it says that the message have been sended through that IP and that is your local network IP... it may be right, I guess.
Honestly, I don't know what can be happening... Is actually 169.254.237.131 your local network IP? Isn't it the usual 192.168.x.x? Could you check with ipconfig command on CMD? Maybe that IP is a strange one, I don't know.
As I previously said, if the official demo doesn't work too, I think staff devs should look into it. @Yeelight