Playfinity products are not paired like your traditional Bluetooth products, such as speakers, watches, etc.
So, you do not need to go into Bluetooth accessories and select the Playfinity S1 from the list. The console will disconnect you immediately. And that is normal operation.
Instead, leave it to the app to discover and pair with the console. Just make sure Bluetooth is activated for the App, and it will take care of the rest.