A connected set in a graph is a non-empty set of vertices that induces a connected subgraph. In an infinite lattice, a connected set is often referred to as a lattice animal, whose enumeration up to isomorphism is a classical problem in both combinatorics and statistical physics. In this paper, we focus on the enumeration of connected sets in finite lattice graphs, providing a link between combinatorial counting and structural connectivity in the system. For any positive integers $m,n$, let $N(P_m\times P_n)$ and $N(C_m\times P_n)$ denote the number of all connected sets in the $(m\times n)$-lattice graph $P_m\times P_n$ and $(m\times n)$-cylindrical lattice graph $C_m\times P_n $, respectively. In 2020, Vince derived enumeration formulas for $N(P_m\times P_2)$ and $N(C_m\times P_2)$, and highlighted the increasing difficulty of extending these calculation results to larger (cylindrical) lattice graphs. Recently, the authors of this paper have developed a method based on multi-step recurrence formulas to obtain the enumeration formula for $N(P_m\times P_n)$ with $m\le 4$. In this article, we apply a similar approach to derive the enumeration formula for $N(C_m\times P_n)$ with $m\le 7$. Further, for the general case, we establish an explicit and tight lower bound on the number of connected sets in the Cartesian product graph $G\times P_n $ for any connected graph $G$, by employing the transfer matrix method on a subclass of connected sets. Based on this, we perform an asymptotic analysis on several lattice graphs and show that $O(N(P_3\times P_n))=1.6694^{3n}$, $O(N(C_4\times P_n))=1.8014^{4n}$, and $O(N(C_5\times P_n))=1.7877^{5n}$.