You've been foiled by bad user interface design.
When you add an animation via Animations | Animation, it wipes out any previously applied animation.
Instead, apply the first animation as you normally would, then use Animations | Advanced Animation | Add Animation button to add further animations.
You'll know it's working when you see more than one numbered gold-colored icons next to the shape you're animating, or the shape name appears more than once in the Animation Pane.