Hopefully this is helpful/works for you.
Also ROG STRIX B450-F Gaming motherboard, Ryzen 2700x, Vengeance RGB (non-Pro) setup.
With the AUROA software I have to leave the Motherboard RGB ON, not off. Otherwise I experience the same symptom where iCUE doesn't seem to control it and it remains off. I leave the Memory and everything else OFF in iCUE. If I leave any of it on, there's the obvious conflict and nothing works right.
I think with AURA having the Motherboard OFF, iCUE just can't control it for some reason. If you leave it on though and restart iCUE services - start cycling profiles and making changes and it should take affect. Just spent a couple hours trying to figure out what was going on and was able to reproduce getting it to work.
B450-F GAMING
AURA: MOTHERBOARD ON, RAM & RGB STRIPS OFF RESTART iCUE
Hope that works for you.