Apple tv connect to airport express

Hi all,

I currently was using external speakers on my apple tv and made the connection using an Airport Express. I recently hard reset my Apple tv for some reasons. Now, I am not able to choose airport express as my audio output anymore. The option is there. I click on it, but once I exit, it goes back to default source. It does not even ask for my password for the airport express speakers.

It looks pretty bugged. And I am not a regular user of apple products, so I am really clueless. Please help! T.T