@maximac-
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.
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X