Did you find a way to fix this?
I have a new setup. RPi3, v2.44, iQaudio and see the same thing – if I plug in an ethernet cable then it says it has an internet connection, but on wifi it says no internet connection. However, I can configure Max2Play over wifi from my Mac , so the RP3 wifi is working!
One thing is that both the Mac and the RP3 are connected into a DLAN wifi, then vias homeplug to my router/modem. Other devices connected this way (eg iPhone) have internet connection with no problems, so I dont see why this should make a difference.