I had this issue. I accidentally deleted my wireless network from my mac (I was trying to delete a VPN Connection to fix another issue), what happened aft wards were 4 hours of troubleshooting trying to add the wireless network back (but it won’t). Every time I selected to add the wireless network, the dialog popups up, I select WIFI and click ok and nothing happens. The wifi icon in top bar had a cross on it. I could not connect to my WIFI and could not work. I tried quite a number of solution that were listed on other sites but there was no solid help. Finally I found the solution, which is really easy and might save someone day and even mine (if I forget).
The solution is a little bit hidden. The problem lies in the fact that one of your device in the left column has wifi interface selected which in fact is not a wifi device (thunderbolt e.g).
To fix, start with the top most in the list and see which one is the culprit. Select the gear icon at the bottom.
Scroll down in the popup list where it says “Manager Virtual Interfaces”. Select this, this will popup another dialog.
In this dialog select the *Pen* icon next to + and -.
In my case Wifi and Thunderbolt both were selected for the Thunderbolt connection which caused the problem. Simply de-select the wifi icon if it is not Wifi connection and click ok. Now Add the Wifi Network, it should work fine.