I just tried this in
2016.3 as well, did not work for me either (on OSX) so probably a bug in the git integration plugin.
Something to search for in YouTrack. Created bug IDEA-164512.
However, an alternative is to setup a shortcut for the parent popup
Branches... , that does work, followed by Enter :
So in the absence of the one-fell-swoop shortcut for new branches, a workaround would look as follows: