Thanks for the clarification that the Express appears to be wirelessly extending the signal from the AirPort Extreme.
When it does this, it uses the same wireless network name and password as the "main" router.....so it will appear to your Mac and other wireless devices that you only have one network. This is normal, since an extended network is just that.....a "bigger" network.
The idea with an extended network is that the original network now has greater range, and devices will connect to the AirPort with the stronger signal.
If you open up AirPort Utility again, you should see the AirPort Extreme with its device name and the AirPort Express with its device name there, with the AirPort Extreme appearing above the Express and a dotted line between the two AirPorts, which signifies a wireless connection.
If for some reason you want the AirPort Express to produce a wireless network with a different name and password......that is possible, but it would require a permanent wired Ethernet cable connection between the two AirPorts, and the AirPort Express would need to be reset and then configured again in a different way.
If you have the time, and want to dig a bit deeper, we can show you that you actually have four wireless networks there that all use the same name. Post back if you are curious.