The WiiM Amp Pro requires a connection to a network to function fully. Although it can be connected via Ethernet, the WiiM Home app requires a Wi-Fi connection for setup and control. It is possible to operate the device via Ethernet, but the app requires Wi-Fi for initialisation and use of all functions.
To work around the problem, you could consider installing a Wi-Fi access point or repeater in your room to ensure a stable Wi-Fi connection. Alternatively, you can perform the setup in a location where Wi-Fi is available and then move the device to the desired location.