I would like to throw my 2 cents in here to say it's happening to me as well. This is a fresh install of everything from windows up as it's a new PC. The Audio Lighting defaults back every restart of app or OS, which is really a hassle. No other components of the build have experienced lighting issues of this sort.
For completeness, other components on my iCUE list are a K95 RGB (The good old one with 18 Game keys), HD 120 Fans, Carbide Spec-Omega RGB, 2 sticks of Vengeance RGB Pro, Scimitar Pro RGB Mouse, and an MM800 RGB Polaris Mouse Pad, all working fine(lighting-wise of course).