There is no option to set the Expense Account for AffiniPay in Core. This is because, unlike Stripe, AffiniPay does not levy a processing fee at the time of the charge, but instead calculates these charges monthly. In other words, AffiniPay does not charge a processing fee per transaction. This is why Core cannot record the processing fee at the time of the transaction, and so the Expense Account is not needed.
To account for these monthly processing fees, you can create a vendor bill at the end of the month, record these expenses and associate the intended expense account at the line item level.