So after sometime profile conflict showed up in iCUE, nagging that HW profile in device differ from the ones in iCUE.
I finally reflashed the mouse with the same and the latest firmware 3.24. Then I edited profiles, and same freaking issue appeared again, ' Conflict, your profiles doesn't match those in device...'.
What a BS. Mouse is cool, iCue software is quite stable (it crashed / closed itself when it was resolving profile conficts xD), but when in comes to handling hardware profiles, it is buggy as hell.
Oh and now I have like 10 HW DPI profiles, instead of default 3, even after reflashing the mouse, it seems they were added after each profile conflict resolving.
I hope Corsair will fix this. This is unacceptable, storing personalized HW profiles is such a basic feature and the mouse wasn't cheap.