Hi there! my Surface pro X did not connect on wifi with Epson L805. And of course I DID NOT EXPECT that problem. Even apple\android phones can do!
I would say that selling this piece of non-stopping problems with connectivity without clear information that it does not work with majority of peripheral devices is kind of deceiving customers.
Unfortunately my warranty passed, when I understand this. PLEASE COME AND TAKE BACK YOUR PIECE OF GORBAGE from me.
I don't have an Epson to try, but Epson does have a support document listing supported Epson printers on Windows ARM devices like the Surface Pro X.
Your Epson L805 is on the list, with the driver listed as coming from Windows Update. My first though is your device hasn't downloaded the driver. I'm not sure how to force it to with a Wifi connection, but it might be worth temporarily connecting it via USB to get it to download the driver, and then perhaps it will work over Wifi. You might want to contact Epson support about it. They might have another solution.