This line causes the "no items to choose from warning":
The reason this is working at all is because you are changing the root property (i.e. MATLAB base property) screenpixelsperinch
This happens because
returns 0, the root identifier. To get the behavior you want:
oldSPPI = get(0,'screenpixelsperinch');
kk = menu('choose','me','no me!','go home it''s Friday!');
Thus the reason it affects everything, is, well you're changing MATLAB's settings.
If this functionality is really important to you, I suggest you write your own menu function and increase the fontsize of the uicontrols manually. See Matt Fig's demos:
Post a new question if you choose to go this route and need assistance!