Taken for JSN site:
"JSN Epic provides 5 menu styles to present your website navigation.
The default Joomla! built-in menu module (mod_mainmenu) is utilized, so you don't need to install any external menu modules."
It means that the templates overrides Joomla's mod_mainmenu, only.
Custom Properties Menu, being a different module, is not overriden. The fact that the "new" colors are applied is probably because with the new CSS class assigned there matching entries in the css file that can be applied. Anyway the automation (slide, collapse, fade effects) is not applied.
CP Menu is already sematically structured as a parent/ child menu with the following structure (Joomla's standard menu structure):
Code:
<ul>
<li> parent
<ul>
<li>child</li>
<li>child 2</li>
...
</ul>
</li>
<li> parent 2
<li> child 2-1 </li>
...
</li>
</ul>
