I don't know if this is the expected behaviour. I'm using ENetMultiplayerPeer to create a multiplayer server and connect to it.
The signal peer_connected is only received by the host, not the rest of the peers.
You can reproduce this if you create a scene with a default Node and attach the following script (see next message)
Debug this scene by launching 3 instances. When host launches, and first client connects, it works properly, the host receives peer_connected signal. But when the second client connects, only host receives peer_connected signal, the first client doesn't receive anything.