Depending on appear type you might want to use lock menu instead of turn off. Turn off only works when the appear type is manual if I remember correctly. If that doesn't work double check whether:
1) You execute the action on start of the desired scene?
As the Action suggests, you have to enter the name of the Menu you wish to lock. Enter "Inventory", which is what you've named the Menu you want to lock - not the name of your Inventory manager.
Comments
menu -> change state -> turn off
something like that