Grappling Hook + Menace interaction

An opponent equipped Grappling Hook to his Syr Gwyn, Hero of Ashvale and attacked me. I had multiple creatures untapped. He chose my Risen Reef as a blocker with the hook's ability. When we entered the "Declare Blockers" phase, the blue arrow going from Risen Reef to Syr Gwyn correctly appeared, but after that I just pressed "Done" without choosing further blockers. The game, instead of forcing me to select a second one as it was supposed to be, canceled the Risen Reef's block and Syr Gwyn ended up dealing 10 damage directly to me.