Hmm, this might be bad news for you. Apparently the 2DS doesn't support this type of Wi-Fi security (where 3DS and 3DS XL do), so maybe they've simply removed this support as standard. Seems a little ridiculous though - the 2DS is understandably less featured to support a lower price, but surely the New 3DS shouldn't be going backwards?
Source:
http://en-americas-support.nintendo.com/app/answers/detail/a_id/498/~/compatible-wireless-modes-and-wireless-security-types