I don’t have any idea why it might not be working in your case. Are you sure it’s the right port? What happens when you accept the security warning, do you actually get to the Syncthing GUI? Are you 100 % certain that the device where you installed the files is the same IP address you are testing against?
Please double-check again that your copying of PEM files actually results in the right state. Look at Syncthing’s home directory again closely, as in sudo ls -al /usr/local/syncthing/var/. As a reference, I posted a my script for copying renewed certificates to be used by Syncthing on DSM in a different thread, see below. Hope that may help you to spot what’s different in your procedure. My script just copies the “system” certificate from DSM, so whatever you configured as “Default” in the Control Panel will be used. Easy to adapt for copying certificates from a different source though.