Configure Volumio WiFi on Pi without using cabled Ethernet

Just had the same problem and after a few hours I worked out that the standard setup does not include any optional wi-fi channels that are country dependent. The standard base band channels are scanned by default so that is why some networks are listed.
For me, here in Australia, I needed to manually set the country code appropriately to scan all available channels.

Edit the wpasupplicant.config file and add/change the country code as appropriate

sudo nano /etc/wpa_supplicant/wpa_supplicant.conf

country=AU (ISO for Australia, edit/change as appropriate)

ctrl +o ctrl+x To save and exit

reboot and rescan.