As stated on the sqlserver (SQL Server Monitoring) Release Notes -> Revision History Wiki page starting with the 4.40 release of the sqlserver probe:
" Added new checkpoints ls_primary_status, ls_secondary_status, ls_primary_time_since_last_backup, ls_secondary_time_since_last_copy, ls_secondary_time_since_last_restore and ls_secondary_last_restored_latency checkpoints for monitoring Log Shipping in SQLServer 2005 and above."
This also applies to Express Editions of any MSSQL Server version. It is not possible to implement Log Shipping in SQL Server Express Edition. It appears this is not possible because SQL Server Agent Services are not available with Express editions. Since this feature cannot be implemented in SQL Server Express Editions, the sqlserver probe generates alarms if any Log Shipping checkpoints are enabled when monitoring these versions of SQL Server.