Sharing decryption keys from OpenKeychain
With OpenKeyChain as with any PGP app, you always generate key pairs: one private and one public key. The private key can be used to decrypt data which was encrypted with its public counter-part.

Now, when you share a key, you always share the public part – which can be used for encryption, but not for decryption. Hence, the message encrypted using Bob's key cannot be decrypted with Alice's key: on that device, only Alice's key pair and Bob's public key are present, so only Alice's private key is tried for decryption. Hence you get that error message.