I bought the Mi Box S, exactly to be able to use my VPN on my TV (since it’s not an Android TV and doesn’t have the VPN app). But when I search fot the ExpressVPN app, it doesn’t find it in the app store. Is it not available at all, or is it a location problem?
You can download it from the express VPN website but you need to sideload it. Because you asked about the omission in the PlayStore I imagine you don’t know how to do it, time to search and learn. 
I have the Box since just a few hours. Still have a lot to learn.