No parallelism in Express Edition of SQL Server
The limitation is mentioned in the Query Processing Architecture Guide under the &quot;Parallel Query Processing&quot; section:

Parallel plans not supported for Desktop and Express edition.

The Editions and supported features of SQL Server 2019 (15.x) documentation says (under &quot;Scale Limits&quot;) that Express is:

Limited to lesser of 1 socket or 4 cores

But that is just related to how many cores you can make available to the database engine.
It doesn't say anything about parallel plans (other than a limitation related to batch mode operations being limited to 1 core on Express Edition).
All that to say that it looks like Express really doesn't allow parallel plans at all.  I tried running queries on SQL Server 2019 and 2014 with the same NonParallelPlanReason given, so it doesn't appear to be a new limitation either.