I recommend you setup a basic iptables NAT set of rules on linux to reflect what a home router does (masquerade) with ip forwarding enabled.
The inbound packets from the internet are to a public IP that belongs to the device performing NAT. If there is no entry in the conntrack table from a connection to translate that public IP to a private IP, there is nowhere it can be forwarded to. It’s already at the device that owns that destination IP.
Even if it spit the packet out a private interface (which makes no sense given the routing table), the destination IP would be a public IP that both cannot be ARPed for on the local network and will not be honored by any private device.