This question is inspired by this answer to a question about proving that $J^\mu$ is a four-vector.
The answer uses the continuity equation $\partial_\mu J^\mu = 0$ and the experimental fact that charge conservation is Lorentz invariant, and concludes that $J^\mu$ must transform like a 4-vector.
This comment by JánLalinský claims that this argument is wrong, and provides as counterexample the 4-tuple [energy density, energy current density], which satisfies the continuity equation but is not a 4-vector.
I don't completely understand why this tuple is not a four-vector, and I don't completely understand why the previous argument is incorrect. Could someone provide a more elaborate explanation for what goes wrong?
It seems to me that $\partial_\mu j^\mu = \text{div }\left(j^\mu\frac{\partial}{\partial x^\mu}\right)$ where $\text{div}$ is the divergence on $4$-dimensions, which is invariant under transformations that preserve the metric since the divergence can be expressed in a coordinate-free way. Since the RHS of $\text{div }\left(j^\mu\frac{\partial}{\partial x^\mu}\right) = 0$ is zero which is also invariant, this requires $j^\mu\frac{\partial}{\partial x^\mu}$ to be invariant so it must be a true vector field (at least locally). This then means that the coefficients $j^\mu$ should transform like the components of a 4-vector.
Clearly something is wrong in my argument, so I would be thankful if someone could resolve my confusion. I am not yet very comfortable with the transformation properties of four-vectors.
To avoid making this a duplicate, I am not asking for any proof that $J^\mu$ is a four-vector, but rather asking why this particular argument does not work.