Can't call of type IEnumerable with delegates?

I am making a controls menu, and this is what I started with:

 using System.Collections;
 using System.Collections.Generic;
 using UnityEngine;
 using UnityEngine.UI;
 using System;
 
 public class KeyInput : MonoBehaviour
 {
     public Button selectButton;
 
     // the button color when it is selected
     public int buttonNewRValue;
     public int buttonNewGValue;
     public int buttonNewBValue;
     public int buttonNewAValue;
 
     private void Start()
     {
         selectButton.onClick.AddListener(delegate { OnSelectButtonClicked(); });
     }
 
     private IEnumerator OnSelectButtonClicked()
     {
         print("STARTED");
         // now that we clicked this selection, we indicate so by making the image visable
         selectButton.image.color = new Color(buttonNewRValue / 255.0f, buttonNewGValue / 255.0f, buttonNewBValue / 255.0f, buttonNewAValue / 255.0f);
 
         yield return WaitForKey();
         KeyCode pressedKey;
 
         foreach (KeyCode code in Enum.GetValues(typeof(KeyCode)))
         {
             if (Input.GetKeyDown(code))
             {
                 pressedKey = code;
             }
         }
 
     }
 
     private IEnumerator WaitForKey()
     {
         while(!Input.anyKeyDown)
         {
             yield return null;
         }
     }
 }
 

When the button is clicked, the function OnSelectButtonClicked() is called, but I dont see "STARTED" in the console as the function is actually never called. Anything with type IEnumerable doesn't seem to work here. Any ideas?