nRF9160 with nRF7002-ek; connect to Wi-Fi network

My setup is a nRF7002-EK shield on top of the nRF9160-DK.
Trying to use this shield to connect to a Wi-Fi network, using the shell example compiled with the suggested command:

west build -b nrf9160dk_nrf9160_ns -- -DOVERLAY_CONFIG="overlay-scan-only.conf" -DSHIELD=nrf7002ek

Using the shell `wifi scan`, I can see all the available networks.
However, connecting to a network instantly fails.

Does the `scan-only-overlay` mean that I am only able to use the scan command?
Is it possible (and how?) to also use the other commands as most of the other commands return an error.

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