Why the serial connection only work when Tx and Rx are shorted?

Question

I have a Arduino Pro Mini 3.3V connected to a sim800l chip using a serial connection of 9600bps. When I connect the Arduino to the device, it seems I don't receive anything on the Arduino Rx pin.

I then connected a FTDI that listen the sim800l Tx pin:

The FTDI is able to receive data so this means the sim800l is working well by receiving data from the Arduino and responding accordingly.

So normal logic would say that the Arduino Rx pin is not working but when I connect the Arduino Rx and Tx pin together:

I'm able to receive what I send on Tx on the Rx pin. Why would that be?

I tried with AltSoftSerial and SoftwareSerial. The Arduino is powered by a FTDI connected to my computer via USB. The sim800l is powered by a second FTDI that is also powered by my computer USB. So all component uses the same ground and I verified that with my multi-meter.

Here is the code I use:

AltSoftSerial sim800Serial(8,9); // RX, TX

void setup()
{
  Serial.begin(9600);
  sim800Serial.begin(9600);
  void loop()
{

while(1)
{
  if(sim800Serial.available())
  {
    Serial.write(sim800Serial.read());
  }

  if(Serial.available())
  {    
    sim800Serial.write(Serial.read());
  }
}