[KissLick]

I guess it's because:

1. you create one menu (so on instance of menu handler function for all players)
2. this menu you show to all players (the same instance of menu handler for all players)
3. when one player select an item in menu
   1. menu handler function is called and you do some action
   2. menu handler is closed
4. when another player select an item in menu
   1. instance of menu handler is already closed
   2. so no action could be taken...

So I guess the only solution is to make menu for each player.