Welcome to the ZDoom Forums!

Menus that have TranslateKeyboardEvents() returning false still don't receive keyboard repeat events even though they probably should if they are explicitly asking not to have any keyboard events translated.
This is caused by these lines in menu.cpp not checking for TranslateKeyboardEvents.

I've put in a pull request for this: https://github.com/coelckers/gzdoom/pull/1241