I have exactly the same issue. My WLAN is not in the list after scanning and when I enter the data manually I get the same error message „Wifi USB adapter status is active. Wifi connection status is active (IP:no IP! No connection!)“.
My intention when I chose max2play was to avoid having to struggle with technical difficulties as I am a raspberry newbie. And now even the most basic stuff doesn’t work. I am very disappointed. 🙁
WPS doesn’t do anything.
Edit: I think I found the problem. The Raspberry PI doesn’t seem to support WiFi Channels 12&13. When I set my router to a different channel the SSID was detected and I was able to connect. So far I only tested this with piCoreplayer, I will test with Max2play this evening. I will also try to get the Raspi3 to work with channel 12&13 as these are the only channels that aren’t hoplessly overcrowed over here.
