Hi everyone,
So long after this thread was created, I've been though the same problem and found the explanation.
Same as above, I set a jump FSM with the Set Velocity 2D action and, what prevented the player to jump in my scene was that, by default, the Vector x,y (of the Set Velocity 2D) was set to 0,0 and remained that way even when I entered a Velocity value. So be sure to 'deactivate' the vector (switch it to none) if you encounter the same problem and everything else is as it should be, this should solve the issue !