Update: So, when exiting iCUE, the lights will go into a demo mode for ten seconds and then turn off. The other functions of my headset work just fine (i.e., mic, speakers, volume button). The mute light also works just fine, it's just that the RGB lights turn off after awhile. I've even tried reverting to earlier versions of iCUE and it hasn't worked. So, my guess is that it may be a Windows issue. Hope this gets resolved soon, I miss having RGB lights on my headphones, haha.
(Also, yes, I've tried all USB ports.)