Airport Express giving no sound with Airplay 2 when in WiFi Modes

I have a brand new Airport Express 2nd Generation 802.11n 2nd Generation A1392 MC414B/A. I bought it specifically to use as an Airplay 2 receiver. I have a 802.11ac/n router close by and so I set up the Airport Express (APX) to Join my network wirelessly using Airport Utility on my iPhone 6S, which it did fine. After it connected, I added it as a Airplay 2 speaker in Home app, without issue. When I selected it as an Airplay 2 Speaker for Apple Music from iPhone, no sound came out even though the track continued to play on Apple Music. I checked the speakers were working by plugging the 3.5mm cable into iPhone 6S, it worked. I added my Sonos One to the Airplay 2 speaker destinations, sound came from the Sonos but not the APX. I restarted my router and APX, same result. I used my Macbook as Airplay 2 source to go to APX, no sound but sound with Sonos One.

I then reset the APX and set up again as before, same result. I then reset APX and connected it via ethernet to my network with no Create/Join/Extend WiFi enabled - suddenly sound came through. I assumed this might be because of better throughput via Ethernet.

I reset the APX and placed it next to my router so the WiFi would be perfect signal, disconnected the ethernet cable and set up as Join to existing network. No sound again. I then reset APX, I connected to ethernet, checked it would play Airplay 2, it did. Now I changed settings to Create WiFi Network (while connected to router via Ethernet). It did this successfully but again no sound from APX in this mode.

It seems there is a bug that when APX is set up to Join/Create/Extend WiFi, it is unable to play sound through Airplay 2?

Have I overlooked something or does this bug need reporting?