I think your set-up is wrong. By the sounds of it, you have the AEX creating a new network, rather than joining your current WiFi network. Changing that setting will allow you to use internet and Airplay at the same time.
As for sound quality, somewhat subjective. I run my AEX into a Naim 5i-2 / Neat Iota combination, and am very happy with the result. At GBP80, I think they are a fantastic toe dip into streaming, and far better value for money than Sonos. Again, all in my opinion.