Apparently the Argus RGB controller is not compatible with the MSI mainboard. At least that's how I would interpret it.
What the support team means is that you should unplug the mainboard connector. Here the JRGB1 on page 8 in the manual:
https://download.msi.com/archive...

You cannot control the RGB LEDs via software, but only via remote control.

The other: This is a clear product defect. I would discuss this with the customer service digitec@digitec.ch.
The RGB function may not be advertised anywhere; but the fact that the RGB controller is not compatible with the mainboard and is still plugged in shows that there is bungling going on. Installing the cheapest stuff and then realising that it doesn't work at all... It's best to force a clear statement from the support team.

There is no cable attached to mine, nor is there a connection.