Are you looking in the BASLAB folder you created? The entries are probably in there. We did have some enduser confusion here after I rolled out 7.30, with users not realizing they needed to focus on the subfolder under Connections (Verbindungen in your screenshot) to see the actual connection entry. I ended up putting a registry entry in the package script that causes the focus to start on that subfolder, but I still sometimes get some confused calls.
Also, if the user already has a 'custom' saplogon.ini, say from pre-upgrade, that will take precedence. You must either delete it via your package script, or you must delete any registry entries for this under HKCU, as that will take precedence over the same entries in HKLM. Then be sure that you configure HKLM so that the configuration will be valid for all users of the PC.
Also, have a look at the latest documents in SAP GUI. Melanie Reinwarth just added several installation, administration, and release notes documents specific to 7.40 yesterday.