For some reason Microsoft SQL express 2017 and 2019 requires TLS 1.0 during installation.
Here is the registry settings [HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\SecurityProviders\SCHANNEL\Protocols\TLS 1.0]:

The same is for Server and Client
Make sure to revert it back to DisableByDefault =1 and Enabled =0