State manager in Unity with coroutines not calling a function

I'm not sure why, but the FadeIn_Enter function just doesn't get called with this code. No errors or anything and I can step over the line it should call the function but it doesn't. No debug statement is printed and it steps over it even if I try to step in. Any ideas why?

State.cs

using System;
using System.Collections;
using System.Collections.Generic;
using UnityEngine;

public class State
{
    public Func<IEnumerator> Enter;
    public Func<IEnumerator> Update;
    public Func<IEnumerator> Exit;
}

StateManager.cs

using System.Collections;
using System.Collections.Generic;
using UnityEngine;

public class StateManager
{
    MonoBehaviour mainObj;
    Dictionary<string, State> states = new Dictionary<string, State>();
    string currentState = "";
    string nextState = "";

    public StateManager(MonoBehaviour obj)
    {
        mainObj = obj;
    }

    public void AddState(string name, State state)
    {
        states.Add(name, state);
    }

    public void SetState(string name)
    {
        nextState = name;
    }

    public IEnumerator Update()
    {
        while (true)
        {
            if (nextState != "")
            {
                if (currentState != "")
                    states[currentState].Exit?.Invoke();

                currentState = nextState;
                nextState = "";
                //states[currentState].Enter?.Invoke();
                var func = states[currentState].Enter;
                func();
            }

            states[currentState].Update?.Invoke();

            yield return null;
        }
    }
}

Dungeon.cs

using System.Collections;
using System.Collections.Generic;
using UnityEngine;

public class Dungeon : MonoBehaviour {

    public GameObject[] Battles;
    private StateManager stateMgr;

    // Use this for initialization
    void Start ()
    {
        // hide all enemies under all battles but the first
        for(var b = 1; b < Battles.Length; b++)
        {
            for( var i = 0; i < Battles[b].transform.childCount; i++)
            {
                Battles[b].transform.GetChild(i).gameObject.SetActive(false);
            }
        }

        stateMgr = new StateManager(this);

        stateMgr.AddState("fade.in", new State
        {
            Enter = FadeIn_Enter,
            Update = FadeIn_Update
        });

        stateMgr.AddState("player.turn", new State
        {
            Enter = PlayerTurn_Enter,
            Update = PlayerTurn_Update,
            Exit = PlayerTurn_Exit
        });

        stateMgr.AddState("enemy.turn", new State
        {
            Enter = EnemyTurn_Enter,
            Update = EnemeyTurn_Update,
            Exit = EnemyTurn_Exit
        });

        stateMgr.SetState("fade.in");

        StartCoroutine(stateMgr.Update());
    }

    // Update is called once per frame
    void Update ()
    {

    }

    private IEnumerator FadeIn_Enter()
    {
        // todo: 
        Debug.Log("FadeIn_Enter");

        yield return new WaitForSeconds(5);
    }

    private IEnumerator FadeIn_Update()
    {
        Debug.Log("FadeIn_Update");
        // todo: fade the screen in over time

        // todo: when complete change the state to have the player go first
        stateMgr.SetState("player.turn");

        yield return null;
    }

    // the players turn enter state
    private IEnumerator PlayerTurn_Enter()
    {
        Debug.Log("PlayerTurn_Enter");
        // show ui
        // pick which players turn it is

        yield return null;
    }

    private IEnumerator PlayerTurn_Update()
    {
        Debug.Log("PlayerTurn_Update");
        yield return null;
    }

    private IEnumerator PlayerTurn_Exit()
    {
        Debug.Log("PlayerTurn_Exit");
        yield return null;
    }

    // the enemies turn state
    private IEnumerator EnemyTurn_Enter()
    {
        Debug.Log("EnemyTurn_Enter");
        yield return null;
    }

    private IEnumerator EnemeyTurn_Update()
    {
        Debug.Log("EnemyTurn_Update");
        yield return null;
    }

    private IEnumerator EnemyTurn_Exit()
    {
        Debug.Log("EnemyTurn_Exit");
        yield return null;
    }
}