Same issue here. The "Save static lighting to device" function does nothing on iCUE for Mac, version 3.37.140. Click the button. Nothing happens on my Strafe RGB.
Therefore, "hardware mode" (that is, exiting iCUE software) makes my Strafe RGB go dark, because nothing is being stored to the device when clicking the save button. Despite upgrading iCUE regularly, the feature never has never worked for me.