It sounds like your Express has a defective WiFi receiver. It definitely SHOULD be able to see 2.4 GHz Channel 11 with a minimum of a b/g/n connection parameters.
If you have sufficient control with your remote to go to Settings > Network > About, check your indicated Wireless MAC address. If it's all zeros you don't have a working WiFi receiver.
If newly purchased, you should be able to return it for a replacement.
We’re upgrading Roku Community to bring you a faster, more mobile-friendly experience. You may notice limited functionality or read-only access during this time. Read more here.
Planned Downtime:
Community will be unavailable for up to 24–48 hours during the upgrade window during the week of May 19th and you may notice reduced functionality.
In the meantime, for additional assistance, visit our Support Site.
We're sorry for this disruption — we’re excited to share what’s next!