That's the key, you have to be connected to a 4G LTE network. That coupled with using the Advanced Calling feature is what allows you to do simultaneous voice and data.
The note 4 and the S5 were the last of the Samsung phones to allow for simultaneous voice and data without using VoLTE which requires having a solid connection to a 4G LTE network as the S6 and the Note 5 no longer have a CDMA antenna, they only have an LTE antenna. Neither antenna can handle simultaneous voice and data without without that VoLTE on the 4G LTE network that the LTE antenna can. That's the glitch that's been noticed as they move away from dual antenna's and only the single LTE.
Yes, I understand that CDMA is considered old, out dated or quickly going away technology, but the reality is for customers without access to that 4G LTE network, it is essential unless you're using a GSM device with AT&T, though they are not far behind Verizon and Sprint in the LTE only arena.
The iPhone 5 was the last, so the iPhone 6 does not, and the LG G Vista as well, not the G4 or the V10. The Droid Turbo and the Droid Maxx cannot as well.