Hi guys
I had the same problem, me and my son spent ages trying to find a solution. In the end we connected the mouse via USB that iCUE recognised and the mouse itself showed up in the software in wired mode. I then updated the firmware for the mouse itself and bingo, all of a sudden the pair button appeared and worked.
I suspect it was down to the fact, for me at least, that the mouse was using a very old firmware version (v1. something) and I had updated the dongle firmware already to v 5. something. The mouse is now also on v5. something and I suspect this is why it suddenly started working and let me pair them.
Hopefully, this will help one or two of you who seem to be having the same, if not similar, issue.