You have a combination of issues there.
missing
super(ConnectMenu, self).on_enter()
ConectMenu hay only one item, so it can't change between items, hence no animation (but the mouse will produce action if the mentioned super is added.
Down the road you can have other problems, because you are not calling
super(ConnectMenu, self).on_exit()
Anyway, you are filtering for ip characters. Much more readable and simpler would be to get rid of the ip layer and add to ConnectMenu an EntryMenuItem for the ip, overriding on_text or on_key_press to filter unwanted characters.
--
claudio