Update: My Garmin Swim is now added in Garmin Express.
I called Product Support and tried several things with them and Garmin Express "eventually" found Garmin Swim and was able to add it in and was able to successfully upload swim activities into GC.
Here's what Product Support asked me to try; not necessarily in this order but had to try a combination of these several times: - Click "Try again" in the No Device Found screen - Transferred ANT stick to a different USB port; it was on the 3rd USB port where Garmin Express eventually found Garmin Swim - Restarted computer once - Disable/Enable pairing on the device; then click Add Device - Ensure device is close to the ANT stick; I literally had my Garmin Swim hanging on the ANT stick - Once added, I eventually put the ANT stick back to the original USB port where it was where Garmin Express is not finding Garmin Swim and was able to upload activities into GC