Hey, i had the same problem with another software (for another keyboard).
I tried everything and finally got it to work and maybe this solution will work for you
and the iCue software.
Before you do anything else, have a look at your Autostart tab within the taskmanager.
Is iCue in the autostart list and acitvated?
If it is in the list and activated, please try the following.
Open your registry and navigate to
Computer\HKEY_LOCAL_MACHINE\SOFTWARE\WOW6432Node\Microsoft\Windows\CurrentVersion\Run
Right click -> New -> String value
Give it a name like "iCue" or something like that
Double click on your newly created string value and paste the path to your iCue Software
should be
C:\Program Files (x86)\Corsair\CORSAIR iCUE Software\iCUE Launcher.exe
Give it a try and let me know, if this works.