Just FYI, I bought another Wyze Sense Starter Kit from my local Micro Center, and this one does the same thing.
[NOTE: This time, I did NOT update the firmware at first. So, this failure to connect is without updating the firmware of the bridge from .30 to .33. After contacting Wyze Support, I updated the firmware, and got the same results]
Bridge connects just fine, but none of the sensors will connect/pair.
So, Wyze is sending me a replacement kit.
I will report back once I have that tested.