You can, I just did a test with mine, it's only on the newer N version though, which is why they may not know about it.
I am actually sending this post through an express that's joined to my wireless network, and my MBP is connected to the express by etherent, and it's wireless is off
Both settings (join network and allow Ethernet clients) are on the airport-->wireless page
You have to select join network before the allow button will show up.