This was driving me nuts. Samsung S Health app appeared to find my Garmin device but not registering any heart beats. However, when I started an actual workout, it did start detecting heart rate. For instance, when say "start exercise bike" it indicates the HRM is connected and then starts tracking beats.
The trouble and confusion with the S Health App is that "heart rate" icon doesn't activate an attached heart rate monitor and only prompts for a finger on the sensor HR.