I'm not sure the google group is still read so I'm reposting the issue here.
Please see this post "https://groups.google.com/forum/#!topic/kryonet-users/7l436tftBlo" for details.
Basically with the simplest Client / Server application you can't send UDP from Server
to Client on Android > 5.0. The same code works on Android 4.4.
UDP sending from Client to Server works though ...
PS: I've tested it on localhost so with Client and Server on the same device but this should not be a problem and the same code works on 4.4.