This is a weird intermittent one, and will probably get closed as "works for me", but every now and then, none of the keys worked on the main menu. You could hit a key to get into the main menu from the title screen, and hit ESC to get to that screen, but R, J C, I or A would do nothing. Closing the program and reopening would not fix it. You just had to come back later and maybe it would work. Very odd behavior.
What OS and xu4 version are you running?
Using the "--verbose" command line option will display key events. If you can report what happens when the menu keys are not working it might be helpful.
Sorry, should have mentioned that. Using xu4 1.3 for x86_64 Windows. I will try a few times with the verbose command, but I already beat the game so may not play it enough to encounter it again.
What version of Windows? I only have Windows 7 to test with.
If the Input Options -> Mouse is set "On" then a main menu item can also be selected using the left mouse button. So if the keys don't work I'm wondering if the mouse will. Note that the mouse support is not complete so you can use it to enter the Configure menus, but not select any items therein. A mouse click will exit the Return to the view & About modes.
I have tried to recreate this several times with the verbose flag on, and it has not happened. Possibly the --verbose fixes it, more likely it is just a very intermittent bug.