The second image you provided shows the correct configuration for an extended wireless network with both the Time Capsule (TC) AND the AirPort Express (AX) extending the wireless range of the AirPort Extreme (AEBS) base station. It would not be normal for the configuration to change.
Where are the physical locations for each of these routers? Are both the & AX roughly the same distance from the AEBS. Are they all on the same floor? Have you measured the Signal-to-Noise Ratio (SNR) of the AEBS at both the location of the TC and AX to be sure they are within 'range' of the AEBS.
To determine SNR, please check out the following AirPort User Tip.